+178.5%
BKR vs CPNG
-76.2%
+254.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.6% | -0.8% |
| 7D | -7.0% | -1.1% | -5.9% | -6.9% |
| 30D | -8.1% | -7.4% | -0.8% | -7.6% |
| 3M | -6.6% | -12.3% | +5.7% | -5.9% |
| 6M | +0.9% | -19.4% | +20.3% | +1.9% |
| YTD | +31.1% | -35.9% | +67.0% | +34.6% |
| 1Y | +27.7% | -53.4% | +81.1% | +34.3% |
| 3Y | +71.2% | -20.0% | +91.2% | +71.3% |
| 5Y | +177.6% | -49.6% | +227.2% | +162.4% |
| All | +178.5% | -76.2% | +254.7% | +148.6% |
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