-69.0%
CPNG vs WAB
+280.9%
-349.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.8% |
| 7D | -7.4% | -3.2% | -4.2% | -5.9% |
| 30D | -4.4% | -4.4% | 0.0% | -2.3% |
| 3M | -7.5% | +7.9% | -15.4% | -12.1% |
| 6M | -19.9% | +8.7% | -28.7% | -24.9% |
| YTD | -35.2% | +33.0% | -68.2% | -46.1% |
| 1Y | -46.8% | +46.7% | -93.4% | -58.6% |
| 3Y | -20.2% | +153.0% | -173.1% | -58.4% |
| 5Y | -48.4% | +222.3% | -270.7% | -77.3% |
| All | -69.0% | +280.9% | -349.8% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling