-11.0%
BA vs CPNG
-44.6%
+33.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | 0.0% | +7.2% | -7.2% | -1.2% |
| 30D | -8.9% | +3.2% | -12.1% | -9.5% |
| 3M | -25.5% | +0.9% | -26.4% | -25.8% |
| 6M | -27.0% | -3.8% | -23.1% | -27.2% |
| YTD | -20.1% | -30.8% | +10.6% | -16.8% |
| 1Y | -11.0% | -43.5% | +32.5% | +2.4% |
| All | -11.0% | -44.6% | +33.6% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling