+31.4%
BMY vs CPNG
-76.2%
+107.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -0.2% |
| 7D | -4.8% | -1.1% | -3.6% | -4.7% |
| 30D | -0.1% | -7.4% | +7.3% | +0.1% |
| 3M | +13.1% | -12.3% | +25.5% | +13.3% |
| 6M | +8.4% | -19.4% | +27.9% | +8.7% |
| YTD | +22.0% | -35.9% | +57.9% | +22.8% |
| 1Y | +40.3% | -53.4% | +93.7% | +42.1% |
| 3Y | +20.5% | -20.0% | +40.5% | +20.3% |
| 5Y | +23.7% | -49.6% | +73.3% | +22.7% |
| All | +31.4% | -76.2% | +107.6% | +30.4% |
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