-31.9%
BA vs CPNG
-76.1%
+44.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -1.1% | -6.8% | +5.7% | +0.3% |
| 30D | -7.1% | +5.5% | -12.6% | -8.3% |
| 3M | -25.5% | -6.8% | -18.8% | -24.7% |
| 6M | -28.7% | -4.8% | -23.9% | -28.7% |
| YTD | -21.0% | -35.6% | +14.6% | -15.2% |
| 1Y | -11.9% | -46.8% | +34.9% | -1.6% |
| 3Y | -16.2% | -0.8% | -15.4% | -19.2% |
| 5Y | -22.4% | -42.9% | +20.5% | -24.7% |
| All | -31.9% | -76.1% | +44.1% | -32.7% |
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