+33.6%
BMY vs CPNG
-76.7%
+110.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | 0.0% | -3.1% |
| 7D | -3.3% | -6.3% | +2.9% | -3.2% |
| 30D | 0.0% | -8.7% | +8.7% | +0.2% |
| 3M | +17.7% | -2.4% | +20.2% | +17.7% |
| 6M | +9.6% | -22.3% | +32.0% | +10.0% |
| YTD | +24.0% | -37.2% | +61.2% | +24.8% |
| 1Y | +45.1% | -53.0% | +98.1% | +46.9% |
| 3Y | +22.5% | -20.0% | +42.5% | +22.3% |
| 5Y | +22.3% | -52.8% | +75.1% | +21.4% |
| All | +33.6% | -76.7% | +110.2% | +32.6% |
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 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