-69.0%
CPNG vs WAT
+49.3%
-118.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -7.4% | -1.3% | -6.2% | -7.1% |
| 30D | -4.4% | +2.3% | -6.8% | -5.0% |
| 3M | -7.5% | +8.7% | -16.2% | -9.8% |
| 6M | -19.9% | +28.3% | -48.3% | -26.1% |
| YTD | -35.2% | +7.8% | -43.0% | -37.4% |
| 1Y | -46.8% | +36.6% | -83.4% | -52.7% |
| 3Y | -20.2% | +45.7% | -65.8% | -35.7% |
| 5Y | -48.4% | -3.3% | -45.1% | -55.3% |
| All | -69.0% | +49.3% | -118.3% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling