+163.1%
WFC vs CPNG
-75.9%
+239.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | +3.8% | -7.4% | +11.2% | +4.7% |
| 30D | +1.5% | -4.4% | +5.9% | +1.9% |
| 3M | +10.9% | -7.5% | +18.4% | +11.4% |
| 6M | +8.4% | -19.9% | +28.4% | +10.3% |
| YTD | -1.9% | -35.2% | +33.3% | +2.1% |
| 1Y | +12.3% | -46.8% | +59.1% | +19.4% |
| 3Y | +132.3% | -20.2% | +152.5% | +131.9% |
| 5Y | +130.1% | -48.4% | +178.5% | +120.1% |
| All | +163.1% | -75.9% | +239.0% | +144.1% |
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