-10.1%
BA vs CPNG
-3.9%
-6.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +1.1% | +13.4% | -12.3% | -1.7% |
| 30D | -7.9% | +10.0% | -17.9% | -9.9% |
| 3M | -25.3% | -0.4% | -25.0% | -25.5% |
| 6M | -24.6% | -8.9% | -15.6% | -23.9% |
| YTD | -20.1% | -30.9% | +10.8% | -15.2% |
| 1Y | -11.8% | -43.8% | +32.1% | -1.6% |
| 3Y | -10.1% | -2.5% | -7.7% | -11.5% |
| All | -10.1% | -3.9% | -6.2% | -11.5% |
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