-69.0%
CPNG vs WEC
+47.1%
-116.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | -7.4% | -0.3% | -7.2% | -7.4% |
| 30D | -4.4% | -1.3% | -3.1% | -4.4% |
| 3M | -7.5% | -3.9% | -3.6% | -7.4% |
| 6M | -19.9% | -8.3% | -11.6% | -19.5% |
| YTD | -35.2% | +3.1% | -38.2% | -35.5% |
| 1Y | -46.8% | +1.9% | -48.7% | -47.0% |
| 3Y | -20.2% | +41.9% | -62.1% | -22.5% |
| 5Y | -48.4% | +30.8% | -79.2% | -49.3% |
| All | -69.0% | +47.1% | -116.0% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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