-69.9%
CPNG vs WPM
+335.8%
-405.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | -6.3% | +7.0% | -13.3% | -7.8% |
| 30D | -8.7% | +15.7% | -24.5% | -12.1% |
| 3M | -2.4% | +35.2% | -37.6% | -9.7% |
| 6M | -22.3% | +6.1% | -28.4% | -24.4% |
| YTD | -37.2% | +32.6% | -69.8% | -42.5% |
| 1Y | -53.0% | +46.9% | -99.9% | -58.3% |
| 3Y | -20.0% | +276.3% | -296.3% | -46.8% |
| 5Y | -52.8% | +260.0% | -312.8% | -69.8% |
| All | -69.9% | +335.8% | -405.7% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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