-69.9%
CPNG vs WAB
+283.0%
-353.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.4% |
| 7D | -6.3% | +1.7% | -7.9% | -7.1% |
| 30D | -8.7% | -2.4% | -6.3% | -7.7% |
| 3M | -2.4% | +9.7% | -12.1% | -8.1% |
| 6M | -22.3% | +16.5% | -38.9% | -29.9% |
| YTD | -37.2% | +33.7% | -70.9% | -47.9% |
| 1Y | -53.0% | +49.7% | -102.7% | -63.8% |
| 3Y | -20.0% | +170.9% | -191.0% | -60.3% |
| 5Y | -52.8% | +228.0% | -280.8% | -79.3% |
| All | -69.9% | +283.0% | -353.0% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WAB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling