+54.7%
BAC vs CPNG
-75.9%
+130.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.3% |
| 7D | +1.5% | -6.9% | +8.4% | +2.5% |
| 30D | -6.4% | +1.1% | -7.5% | -6.6% |
| 3M | -21.7% | -6.3% | -15.4% | -21.1% |
| 6M | +0.5% | -3.8% | +4.3% | +0.2% |
| YTD | -6.7% | -35.2% | +28.5% | -2.3% |
| 1Y | -4.7% | -47.0% | +42.3% | +2.5% |
| 3Y | +96.1% | -0.2% | +96.3% | +90.4% |
| 5Y | +21.7% | -42.5% | +64.2% | +18.8% |
| All | +54.7% | -75.9% | +130.7% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling