-50.5%
CPNG vs WTW
+42.0%
-92.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | -1.1% | -5.7% | +4.6% | +1.5% |
| 30D | -7.4% | -7.3% | -0.1% | -4.2% |
| 3M | -12.3% | +21.5% | -33.8% | -19.9% |
| 6M | -19.4% | +9.6% | -29.1% | -23.4% |
| YTD | -35.9% | -3.3% | -32.6% | -35.8% |
| 1Y | -53.4% | -6.1% | -47.3% | -52.7% |
| 3Y | -20.0% | +61.8% | -81.8% | -46.0% |
| All | -50.5% | +42.0% | -92.5% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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