-8.8%
BA vs CPNG
-50.4%
+41.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.2% |
| 7D | +2.5% | -6.3% | +8.7% | +3.5% |
| 30D | -10.1% | -8.7% | -1.4% | -8.8% |
| 3M | -2.4% | -2.4% | 0.0% | -2.1% |
| 6M | -8.8% | -22.3% | +13.5% | -6.8% |
| YTD | -2.9% | -37.2% | +34.3% | +1.6% |
| 1Y | -8.8% | -53.0% | +44.2% | +0.2% |
| All | -8.8% | -50.4% | +41.7% | +0.2% |
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