-58.0%
WBD vs CPNG
-76.7%
+18.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.7% | +0.4% |
| 7D | -0.7% | -6.3% | +5.6% | +1.1% |
| 30D | +5.0% | -8.7% | +13.8% | +7.6% |
| 3M | +6.2% | -2.4% | +8.7% | +5.5% |
| 6M | +0.6% | -22.3% | +22.9% | +5.7% |
| YTD | -2.4% | -37.2% | +34.8% | +8.9% |
| 1Y | +127.7% | -53.0% | +180.7% | +177.2% |
| 3Y | +148.4% | -20.0% | +168.4% | +150.1% |
| 5Y | +4.2% | -52.8% | +57.0% | +3.9% |
| All | -58.0% | -76.7% | +18.7% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling