-69.9%
CPNG vs WAT
+47.0%
-116.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.6% | -2.7% |
| 7D | -6.3% | -0.7% | -5.5% | -6.1% |
| 30D | -8.7% | -1.0% | -7.8% | -8.5% |
| 3M | -2.4% | +10.9% | -13.3% | -5.4% |
| 6M | -22.3% | +33.2% | -55.5% | -29.1% |
| YTD | -37.2% | +6.1% | -43.3% | -39.1% |
| 1Y | -53.0% | +30.2% | -83.2% | -57.5% |
| 3Y | -20.0% | +52.9% | -72.9% | -37.4% |
| 5Y | -52.8% | -5.1% | -47.6% | -58.9% |
| All | -69.9% | +47.0% | -116.9% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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