+158.8%
WMT vs CPNG
-76.8%
+235.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -0.2% | -7.6% | +7.3% | 0.0% |
| 30D | -5.8% | -8.8% | +3.0% | -5.6% |
| 3M | -10.8% | -7.2% | -3.5% | -10.7% |
| 6M | -14.3% | -21.5% | +7.2% | -13.8% |
| YTD | -4.4% | -37.4% | +33.0% | -3.0% |
| 1Y | +4.3% | -54.3% | +58.7% | +7.3% |
| 3Y | +100.1% | -20.3% | +120.4% | +100.6% |
| 5Y | +130.8% | -51.2% | +182.0% | +128.7% |
| All | +158.8% | -76.8% | +235.6% | +156.4% |
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