-69.3%
CPNG vs TW
+44.1%
-113.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.4% |
| 7D | -1.1% | -4.5% | +3.4% | +0.5% |
| 30D | -7.4% | -2.3% | -5.1% | -6.8% |
| 3M | -12.3% | +2.6% | -14.9% | -14.2% |
| 6M | -19.4% | -17.5% | -1.9% | -14.3% |
| YTD | -35.9% | -5.3% | -30.6% | -36.4% |
| 1Y | -53.4% | -14.8% | -38.6% | -51.4% |
| 3Y | -20.0% | +18.8% | -38.8% | -35.2% |
| 5Y | -49.6% | +20.7% | -70.3% | -63.1% |
| All | -69.3% | +44.1% | -113.4% | -78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling