-46.0%
CPNG vs WM
+61.9%
-107.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -6.8% | +3.2% | -10.0% | -7.1% |
| 30D | +5.5% | +13.0% | -7.5% | +4.0% |
| 3M | -6.8% | +9.2% | -16.0% | -7.7% |
| 6M | -4.8% | +13.6% | -18.5% | -6.7% |
| YTD | -35.6% | +12.4% | -48.0% | -36.9% |
| 1Y | -46.8% | +21.2% | -68.0% | -48.6% |
| 3Y | -0.8% | +48.7% | -49.5% | -8.2% |
| All | -46.0% | +61.9% | -107.9% | -51.7% |
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