+491.3%
BE vs CPNG
-45.0%
+536.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -1.7% |
| 7D | +20.5% | -6.9% | +27.4% | +24.2% |
| 30D | -23.4% | +1.1% | -24.5% | -24.1% |
| 3M | -14.9% | -6.3% | -8.5% | -13.3% |
| 6M | -28.1% | -3.8% | -24.2% | -28.1% |
| YTD | +132.4% | -35.2% | +167.6% | +171.3% |
| 1Y | +59.4% | -47.0% | +106.3% | +103.9% |
| 3Y | +1,815.8% | -0.2% | +1,816.0% | +1,647.1% |
| 5Y | +491.3% | -42.5% | +533.8% | +501.8% |
| All | +491.3% | -45.0% | +536.3% | +501.8% |
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 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