-31.2%
BA vs CPNG
-74.3%
+43.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +1.1% | +13.4% | -12.3% | -1.6% |
| 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% | -15.4% |
| 1Y | -11.8% | -43.8% | +32.1% | -2.5% |
| 3Y | -10.1% | -2.5% | -7.7% | -13.3% |
| 5Y | -22.7% | -45.6% | +22.8% | -25.9% |
| All | -31.2% | -74.3% | +43.2% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling