-66.9%
CPNG vs SW
+17.3%
-84.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | +13.4% | +2.3% | +11.0% | +13.0% |
| 30D | +10.0% | +6.8% | +3.2% | +8.9% |
| 3M | -0.4% | -5.2% | +4.8% | +0.5% |
| 6M | -8.9% | +7.4% | -16.4% | -10.3% |
| YTD | -30.9% | +17.4% | -48.3% | -33.2% |
| 1Y | -43.8% | +27.1% | -70.9% | -46.4% |
| 3Y | -2.5% | +47.9% | -50.3% | -10.2% |
| 5Y | -45.6% | -2.6% | -43.0% | -51.5% |
| All | -66.9% | +17.3% | -84.3% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling