-1.5%
BAC vs CPNG
-45.7%
+44.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +12.0% | -8.0% | +2.7% |
| 7D | +1.5% | +20.8% | -19.3% | -0.5% |
| 30D | -4.4% | +20.1% | -24.5% | -6.2% |
| 3M | -17.5% | +1.6% | -19.1% | -17.9% |
| 6M | -0.1% | -15.8% | +15.8% | +1.1% |
| YTD | -4.6% | -27.7% | +23.1% | -2.2% |
| 1Y | -1.5% | -46.9% | +45.4% | +9.1% |
| All | -1.5% | -45.7% | +44.2% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling