-43.5%
CPNG vs SW
+26.8%
-70.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +7.2% | +2.2% | +5.1% | +6.8% |
| 30D | +3.2% | +7.4% | -4.2% | +1.6% |
| 3M | +0.9% | -5.9% | +6.8% | +2.1% |
| 6M | -3.8% | +9.0% | -12.8% | -7.0% |
| YTD | -30.8% | +18.1% | -48.9% | -34.0% |
| 1Y | -43.5% | +28.7% | -72.2% | -46.3% |
| All | -43.5% | +26.8% | -70.3% | -46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling