+92.0%
BAC vs CPNG
-75.9%
+167.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.1% |
| 7D | +1.1% | -7.4% | +8.5% | +2.1% |
| 30D | -0.4% | -4.4% | +4.0% | +0.1% |
| 3M | +16.9% | -7.5% | +24.4% | +17.5% |
| 6M | +26.6% | -19.9% | +46.6% | +29.2% |
| YTD | +15.8% | -35.2% | +51.0% | +21.4% |
| 1Y | +27.2% | -46.8% | +73.9% | +36.7% |
| 3Y | +132.4% | -20.2% | +152.6% | +132.3% |
| 5Y | +72.6% | -48.4% | +121.0% | +68.8% |
| All | +92.0% | -75.9% | +167.9% | +84.2% |
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 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