-69.0%
CPNG vs WM
+119.9%
-188.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.5% |
| 7D | -6.9% | +1.2% | -8.1% | -7.0% |
| 30D | +1.1% | +15.2% | -14.1% | -0.2% |
| 3M | -6.3% | +8.3% | -14.6% | -7.1% |
| 6M | -3.8% | +13.1% | -17.0% | -5.4% |
| YTD | -35.2% | +12.5% | -47.7% | -36.3% |
| 1Y | -47.0% | +21.8% | -68.7% | -48.5% |
| 3Y | -0.2% | +48.8% | -49.0% | -6.2% |
| 5Y | -42.5% | +62.1% | -104.5% | -46.8% |
| All | -69.0% | +119.9% | -188.9% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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