-65.4%
CPNG vs SW
+20.3%
-85.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.1% | +7.9% | +11.3% |
| 7D | +20.8% | +12.1% | +8.8% | +18.7% |
| 30D | +20.1% | +6.6% | +13.5% | +18.8% |
| 3M | +1.6% | -6.0% | +7.6% | +2.6% |
| 6M | -15.8% | +21.5% | -37.3% | -18.8% |
| YTD | -27.7% | +20.3% | -48.1% | -30.4% |
| 1Y | -46.9% | +28.1% | -75.1% | -49.4% |
| 3Y | +2.0% | +51.6% | -49.6% | -6.5% |
| 5Y | -44.0% | -0.1% | -43.9% | -50.3% |
| All | -65.4% | +20.3% | -85.6% | -67.8% |
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 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