+90.7%
WFC vs CPNG
-43.2%
+133.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +2.5% | -6.8% | +9.3% | +3.5% |
| 30D | +7.0% | +5.5% | +1.5% | +6.1% |
| 3M | -1.8% | -6.8% | +5.0% | -1.1% |
| 6M | +18.4% | -4.8% | +23.2% | +18.2% |
| YTD | -5.6% | -35.6% | +30.0% | -1.1% |
| 1Y | +3.9% | -46.8% | +50.6% | +11.7% |
| 3Y | +126.3% | -0.8% | +127.1% | +118.5% |
| All | +90.7% | -43.2% | +133.8% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling