-1.8%
BA vs CPNG
-15.6%
+13.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | +1.2% | -7.4% | +8.6% | +2.8% |
| 30D | -11.6% | -4.4% | -7.2% | -10.9% |
| 3M | -2.4% | -7.5% | +5.1% | -1.4% |
| 6M | -6.6% | -19.9% | +13.3% | -3.6% |
| YTD | -2.2% | -35.2% | +32.9% | +5.2% |
| 1Y | -8.0% | -46.8% | +38.8% | +3.3% |
| All | -1.8% | -15.6% | +13.8% | -2.0% |
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