+73.1%
BAC vs CPNG
-52.6%
+125.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +0.6% | -7.6% | +8.2% | +1.8% |
| 30D | -1.4% | -8.8% | +7.5% | -0.1% |
| 3M | +15.7% | -7.2% | +23.0% | +16.4% |
| 6M | +32.2% | -21.5% | +53.7% | +35.7% |
| YTD | +15.8% | -37.4% | +53.2% | +22.8% |
| 1Y | +27.3% | -54.3% | +81.6% | +41.8% |
| 3Y | +137.5% | -20.3% | +157.8% | +136.7% |
| 5Y | +73.1% | -51.2% | +124.3% | +77.3% |
| All | +73.1% | -52.6% | +125.6% | +77.3% |
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