+22.0%
BMY vs CPNG
-21.2%
+43.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -4.8% | -7.6% | +2.8% | -4.6% |
| 30D | -0.7% | -8.8% | +8.2% | -0.4% |
| 3M | +15.3% | -7.2% | +22.6% | +15.4% |
| 6M | +8.5% | -21.5% | +30.1% | +8.9% |
| YTD | +23.4% | -37.4% | +60.9% | +24.5% |
| 1Y | +42.9% | -54.3% | +97.3% | +45.4% |
| All | +22.0% | -21.2% | +43.2% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling