-20.0%
CPNG vs PWR
+206.3%
-226.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.3% | -5.5% | -3.7% |
| 7D | -6.3% | +4.5% | -10.8% | -7.3% |
| 30D | -8.7% | -4.9% | -3.9% | -7.9% |
| 3M | -2.4% | -7.9% | +5.4% | -1.6% |
| 6M | -22.3% | +18.3% | -40.7% | -27.5% |
| YTD | -37.2% | +51.5% | -88.7% | -45.6% |
| 1Y | -53.0% | +70.3% | -123.3% | -60.9% |
| 3Y | -20.0% | +210.6% | -230.6% | -47.5% |
| All | -20.0% | +206.3% | -226.3% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling