-46.0%
CPNG vs WAT
+28.6%
-74.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | -6.8% | +0.6% | -7.3% | -6.9% |
| 30D | +5.5% | +5.4% | +0.1% | +3.9% |
| 3M | -6.8% | +11.3% | -18.1% | -9.8% |
| 6M | -4.8% | +37.4% | -42.2% | -13.7% |
| YTD | -35.6% | +21.2% | -56.8% | -40.1% |
| 1Y | -46.8% | +21.3% | -68.1% | -50.5% |
| 3Y | -0.8% | +83.4% | -84.2% | -29.4% |
| All | -46.0% | +28.6% | -74.6% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling