-69.3%
CPNG vs WAB
+281.4%
-350.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -7.4% | -4.1% | -3.3% | -5.4% |
| 3M | -12.3% | +8.2% | -20.5% | -17.0% |
| 6M | -19.4% | +15.4% | -34.8% | -26.9% |
| YTD | -35.9% | +33.1% | -69.1% | -46.7% |
| 1Y | -53.4% | +48.1% | -101.5% | -63.9% |
| 3Y | -20.0% | +167.7% | -187.7% | -60.0% |
| 5Y | -49.6% | +225.7% | -275.3% | -77.9% |
| All | -69.3% | +281.4% | -350.7% | -86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling