-69.2%
CPNG vs W
-65.3%
-3.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | -6.8% | +0.2% | -6.9% | -6.8% |
| 30D | +5.5% | +6.8% | -1.3% | +3.7% |
| 3M | -6.8% | +10.7% | -17.4% | -9.3% |
| 6M | -4.8% | +86.3% | -91.2% | -20.3% |
| YTD | -35.6% | +11.5% | -47.1% | -39.7% |
| 1Y | -46.8% | +5.1% | -51.9% | -49.7% |
| 3Y | -0.8% | +171.0% | -171.8% | -36.1% |
| 5Y | -42.9% | -56.6% | +13.8% | -51.4% |
| All | -69.2% | -65.3% | -3.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling