-22.4%
CPNG vs TW
+20.3%
-42.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.6% |
| 7D | -5.4% | -2.7% | -2.7% | -5.2% |
| 30D | -11.1% | -1.7% | -9.4% | -11.0% |
| 3M | -3.0% | +1.6% | -4.6% | -3.5% |
| 6M | -23.5% | -17.7% | -5.8% | -21.7% |
| YTD | -37.8% | -4.3% | -33.5% | -37.6% |
| 1Y | -54.3% | -13.1% | -41.2% | -53.2% |
| All | -22.4% | +20.3% | -42.7% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling