-1.7%
CPNG vs SW
+40.4%
-42.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.4% |
| 7D | +12.7% | +4.7% | +8.0% | +11.8% |
| 30D | +13.9% | +5.0% | +8.9% | +12.8% |
| 3M | +2.6% | -7.3% | +10.0% | +4.1% |
| 6M | -20.9% | +15.0% | -35.9% | -23.5% |
| YTD | -30.4% | +18.5% | -48.9% | -33.4% |
| 1Y | -45.7% | +27.1% | -72.8% | -48.7% |
| All | -1.7% | +40.4% | -42.0% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling