-16.2%
BA vs CPNG
-1.0%
-15.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -1.1% | -6.8% | +5.7% | +0.4% |
| 30D | -7.1% | +5.5% | -12.6% | -8.4% |
| 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% | -14.7% |
| 1Y | -11.9% | -46.8% | +34.9% | -0.2% |
| 3Y | -16.2% | -0.8% | -15.4% | -17.0% |
| All | -16.2% | -1.0% | -15.2% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling