-69.0%
CPNG vs WM
+96.4%
-165.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.9% |
| 6M | -19.9% | -9.5% | -10.5% | -19.3% |
| YTD | -35.2% | +0.5% | -35.7% | -35.6% |
| 1Y | -46.8% | -1.1% | -45.7% | -47.0% |
| 3Y | -20.2% | +46.0% | -66.2% | -25.4% |
| 5Y | -48.4% | +51.8% | -100.2% | -52.0% |
| All | -69.0% | +96.4% | -165.4% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling