-22.1%
BA vs CPNG
-44.9%
+22.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +1.1% | +13.4% | -12.3% | -1.9% |
| 30D | -7.9% | +10.0% | -17.9% | -10.2% |
| 3M | -25.3% | -0.4% | -25.0% | -25.6% |
| 6M | -24.6% | -8.9% | -15.6% | -23.8% |
| YTD | -20.1% | -30.9% | +10.8% | -14.9% |
| 1Y | -11.8% | -43.8% | +32.1% | -1.4% |
| 3Y | -10.1% | -2.5% | -7.7% | -14.0% |
| All | -22.1% | -44.9% | +22.8% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling