+204.5%
WELL vs CPNG
-19.7%
+224.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.6% |
| 7D | -1.3% | -6.3% | +4.9% | -1.1% |
| 30D | +0.5% | -8.7% | +9.3% | +0.9% |
| 3M | +19.1% | -2.4% | +21.5% | +18.6% |
| 6M | +17.0% | -22.3% | +39.3% | +18.2% |
| YTD | +29.2% | -37.2% | +66.4% | +33.3% |
| 1Y | +42.1% | -53.0% | +95.1% | +51.3% |
| 3Y | +204.5% | -20.0% | +224.6% | +200.9% |
| All | +204.5% | -19.7% | +224.3% | +200.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling