-69.0%
CPNG vs SW
+22.0%
-90.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -7.4% | -5.1% | -2.4% | -6.7% |
| 30D | -4.4% | -4.6% | +0.1% | -3.7% |
| 3M | -7.5% | +9.4% | -16.9% | -9.1% |
| 6M | -19.9% | +3.5% | -23.5% | -20.9% |
| YTD | -35.2% | +22.0% | -57.2% | -37.7% |
| 1Y | -46.8% | +2.2% | -49.0% | -47.7% |
| 3Y | -20.2% | +19.6% | -39.7% | -24.6% |
| 5Y | -48.4% | -2.3% | -46.1% | -54.5% |
| All | -69.0% | +22.0% | -90.9% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling