-21.2%
BSX vs CPNG
-19.3%
-2.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.3% | -0.6% |
| 7D | -10.1% | -1.1% | -9.0% | -10.0% |
| 30D | -16.4% | -7.4% | -9.1% | -15.9% |
| 3M | -8.9% | -12.3% | +3.5% | -8.0% |
| 6M | -38.3% | -19.4% | -18.8% | -37.2% |
| YTD | -54.9% | -35.9% | -19.0% | -52.8% |
| 1Y | -58.8% | -53.4% | -5.4% | -54.8% |
| 3Y | -21.2% | -20.0% | -1.2% | -18.7% |
| All | -21.2% | -19.3% | -2.0% | -18.7% |
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