+0.9%
BKR vs CPNG
-21.1%
+22.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.6% | -0.7% |
| 7D | -7.0% | -1.1% | -5.9% | -7.0% |
| 30D | -8.1% | -7.4% | -0.8% | -7.9% |
| 3M | -6.6% | -12.3% | +5.7% | -6.5% |
| 6M | +0.9% | -19.4% | +20.3% | +1.5% |
| All | +0.9% | -21.1% | +22.0% | +1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling