-51.2%
CPNG vs W
-62.3%
+11.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -7.6% | +5.9% | -13.5% | -9.0% |
| 30D | -8.8% | -3.0% | -5.8% | -8.2% |
| 3M | -7.2% | +40.3% | -47.6% | -16.6% |
| 6M | -21.5% | +32.2% | -53.8% | -29.0% |
| YTD | -37.4% | -0.3% | -37.1% | -39.8% |
| 1Y | -54.3% | +16.2% | -70.5% | -58.5% |
| 3Y | -20.3% | +40.7% | -61.0% | -39.1% |
| 5Y | -51.2% | -62.3% | +11.1% | -49.4% |
| All | -51.2% | -62.3% | +11.1% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling