-70.2%
CPNG vs W
-69.8%
-0.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.1% |
| 7D | -5.4% | +0.5% | -5.9% | -5.6% |
| 30D | -11.1% | -5.6% | -5.5% | -9.9% |
| 3M | -3.0% | +41.9% | -44.9% | -12.8% |
| 6M | -23.5% | +30.2% | -53.7% | -30.3% |
| YTD | -37.8% | -2.9% | -34.9% | -39.7% |
| 1Y | -54.3% | +11.6% | -65.9% | -58.0% |
| 3Y | -20.8% | +37.0% | -57.8% | -38.5% |
| 5Y | -51.1% | -62.8% | +11.8% | -56.8% |
| All | -70.2% | -69.8% | -0.4% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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