+91.6%
BAC vs CPNG
-76.9%
+168.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -0.3% | -5.4% | +5.2% | +0.5% |
| 30D | -1.8% | -11.1% | +9.3% | -0.3% |
| 3M | +15.3% | -3.0% | +18.3% | +15.2% |
| 6M | +30.2% | -23.5% | +53.7% | +33.7% |
| YTD | +15.6% | -37.8% | +53.4% | +21.8% |
| 1Y | +27.5% | -54.3% | +81.8% | +40.0% |
| 3Y | +137.0% | -20.8% | +157.8% | +137.2% |
| 5Y | +75.6% | -51.1% | +126.6% | +72.5% |
| All | +91.6% | -76.9% | +168.5% | +84.8% |
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