-66.7%
CPNG vs WM
+113.1%
-179.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.8% |
| 7D | +11.7% | -0.5% | +12.2% | +11.7% |
| 30D | +3.8% | +13.3% | -9.5% | +2.6% |
| 3M | +1.2% | +4.4% | -3.2% | +0.7% |
| 6M | -3.3% | +10.8% | -14.1% | -4.7% |
| YTD | -30.4% | +9.1% | -39.5% | -31.4% |
| 1Y | -43.1% | +19.1% | -62.3% | -44.8% |
| 3Y | +8.2% | +45.7% | -37.4% | +1.8% |
| 5Y | -44.7% | +60.4% | -105.2% | -48.7% |
| All | -66.7% | +113.1% | -179.8% | -72.1% |
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