-70.0%
CPNG vs WY
-20.5%
-49.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -7.6% | -1.7% | -5.9% | -6.8% |
| 30D | -8.8% | -9.9% | +1.0% | -4.4% |
| 3M | -7.2% | -7.5% | +0.3% | -4.5% |
| 6M | -21.5% | -5.1% | -16.4% | -20.4% |
| YTD | -37.4% | -2.1% | -35.3% | -38.1% |
| 1Y | -54.3% | -7.3% | -47.0% | -53.7% |
| 3Y | -20.3% | -22.6% | +2.3% | -13.1% |
| 5Y | -51.2% | -19.8% | -31.4% | -44.5% |
| All | -70.0% | -20.5% | -49.5% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling