-58.1%
WBD vs CPNG
-76.2%
+18.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.6% | -1.5% |
| 7D | -0.7% | -1.1% | +0.4% | -0.5% |
| 30D | +1.4% | -7.4% | +8.8% | +3.5% |
| 3M | +4.4% | -12.3% | +16.7% | +7.4% |
| 6M | +0.8% | -19.4% | +20.3% | +4.8% |
| YTD | -2.7% | -35.9% | +33.2% | +7.9% |
| 1Y | +73.4% | -53.4% | +126.8% | +111.7% |
| 3Y | +142.1% | -20.0% | +162.1% | +143.7% |
| 5Y | +7.2% | -49.6% | +56.8% | +5.7% |
| All | -58.1% | -76.2% | +18.1% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling