-70.2%
CPNG vs WAT
+46.5%
-116.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -5.4% | -2.9% | -2.5% | -4.6% |
| 30D | -11.1% | -3.2% | -7.9% | -10.2% |
| 3M | -3.0% | +10.6% | -13.6% | -5.9% |
| 6M | -23.5% | +34.0% | -57.6% | -30.3% |
| YTD | -37.8% | +5.7% | -43.6% | -39.6% |
| 1Y | -54.3% | +37.1% | -91.4% | -59.4% |
| 3Y | -20.8% | +52.4% | -73.2% | -37.9% |
| 5Y | -51.1% | -4.4% | -46.7% | -57.4% |
| All | -70.2% | +46.5% | -116.7% | -76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling