-69.9%
CPNG vs WCN
+64.6%
-134.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.7% |
| 7D | -6.3% | -0.4% | -5.8% | -6.1% |
| 30D | -8.7% | -2.1% | -6.6% | -7.9% |
| 3M | -2.4% | +6.4% | -8.8% | -5.7% |
| 6M | -22.3% | -3.7% | -18.7% | -21.6% |
| YTD | -37.2% | -6.4% | -30.9% | -35.9% |
| 1Y | -53.0% | -7.9% | -45.0% | -51.7% |
| 3Y | -20.0% | +20.8% | -40.8% | -31.2% |
| 5Y | -52.8% | +29.0% | -81.7% | -62.4% |
| All | -69.9% | +64.6% | -134.6% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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