-20.0%
CPNG vs WY
-24.8%
+4.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.7% | +3.0% |
| 7D | -1.1% | -4.2% | +3.1% | +0.1% |
| 30D | -7.4% | -10.1% | +2.7% | -4.5% |
| 3M | -12.3% | -8.5% | -3.9% | -10.5% |
| 6M | -19.4% | -3.3% | -16.1% | -19.2% |
| YTD | -35.9% | -4.4% | -31.5% | -36.0% |
| 1Y | -53.4% | -11.5% | -41.9% | -52.1% |
| 3Y | -20.0% | -24.3% | +4.3% | -16.0% |
| All | -20.0% | -24.8% | +4.8% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling