-31.2%
BA vs CPNG
-74.3%
+43.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | 0.0% | +7.2% | -7.2% | -1.5% |
| 30D | -8.9% | +3.2% | -12.1% | -9.7% |
| 3M | -25.5% | +0.9% | -26.4% | -25.9% |
| 6M | -27.0% | -3.8% | -23.1% | -27.1% |
| YTD | -20.1% | -30.8% | +10.6% | -15.5% |
| 1Y | -11.0% | -43.5% | +32.5% | -1.8% |
| 3Y | -11.8% | +6.6% | -18.4% | -16.3% |
| 5Y | -20.6% | -45.3% | +24.7% | -23.9% |
| All | -31.2% | -74.3% | +43.1% | -33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling