+744.9%
BE vs CPNG
-75.9%
+820.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +7.9% |
| 7D | +20.0% | -7.4% | +27.4% | +23.7% |
| 30D | +7.9% | -4.4% | +12.3% | +9.5% |
| 3M | -13.2% | -7.5% | -5.7% | -11.2% |
| 6M | +53.5% | -19.9% | +73.4% | +65.3% |
| YTD | +191.0% | -35.2% | +226.2% | +240.3% |
| 1Y | +360.5% | -46.8% | +407.3% | +482.7% |
| 3Y | +1,568.0% | -20.2% | +1,588.2% | +1,599.3% |
| 5Y | +1,055.2% | -48.4% | +1,103.6% | +1,141.7% |
| All | +744.9% | -75.9% | +820.8% | +900.9% |
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