-44.2%
CPNG vs SW
+25.9%
-70.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -1.9% |
| 7D | -6.2% | -2.6% | -3.7% | -5.6% |
| 30D | +4.6% | +7.2% | -2.6% | +3.1% |
| 3M | -3.1% | -10.5% | +7.4% | -0.9% |
| 6M | -0.9% | +9.9% | -10.7% | -4.2% |
| YTD | -32.2% | +17.2% | -49.5% | -35.2% |
| 1Y | -44.2% | +26.5% | -70.7% | -46.8% |
| All | -44.2% | +25.9% | -70.1% | -46.8% |
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