-46.9%
CPNG vs TW
+20.8%
-67.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +10.9% | +12.1% |
| 7D | +20.8% | +6.0% | +14.9% | +21.9% |
| 30D | +20.1% | +18.6% | +1.5% | +23.2% |
| 3M | +1.6% | +26.5% | -24.9% | +5.7% |
| 6M | -15.8% | +13.1% | -29.0% | -14.2% |
| YTD | -27.7% | +18.5% | -46.3% | -21.1% |
| 1Y | -46.9% | +21.7% | -68.6% | -42.3% |
| All | -46.9% | +20.8% | -67.7% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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