-53.0%
CPNG vs WM
+52.1%
-105.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | -7.4% | -0.3% | -7.1% | -7.4% |
| 30D | -4.4% | -2.4% | -2.1% | -4.2% |
| 3M | -7.5% | +0.4% | -7.9% | -8.0% |
| 6M | -19.9% | -9.5% | -10.5% | -19.1% |
| YTD | -35.2% | +0.5% | -35.7% | -35.7% |
| 1Y | -46.8% | -1.1% | -45.7% | -47.0% |
| 3Y | -20.2% | +46.0% | -66.2% | -26.9% |
| All | -53.0% | +52.1% | -105.2% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling