+472.2%
WDC vs CPNG
-76.1%
+548.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.9% |
| 7D | +12.1% | -6.8% | +18.8% | +13.8% |
| 30D | -18.8% | +5.5% | -24.3% | -20.0% |
| 3M | -39.3% | -6.8% | -32.6% | -38.7% |
| 6M | -40.1% | -4.8% | -35.3% | -40.1% |
| YTD | +71.8% | -35.6% | +107.4% | +86.0% |
| 1Y | +88.5% | -46.8% | +135.2% | +112.8% |
| 3Y | +770.0% | -0.8% | +770.8% | +748.7% |
| 5Y | +549.0% | -42.9% | +591.9% | +541.9% |
| All | +472.2% | -76.1% | +548.3% | +447.5% |
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