+16.3%
BSX vs CPNG
-76.8%
+93.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -7.0% | -7.6% | +0.5% | -6.3% |
| 30D | -10.9% | -8.8% | -2.1% | -10.1% |
| 3M | -8.2% | -7.2% | -0.9% | -7.8% |
| 6M | -37.5% | -21.5% | -15.9% | -36.4% |
| YTD | -52.8% | -37.4% | -15.4% | -51.0% |
| 1Y | -58.4% | -54.3% | -4.1% | -55.3% |
| 3Y | -16.5% | -20.3% | +3.8% | -16.3% |
| 5Y | -1.0% | -51.2% | +50.2% | -2.7% |
| All | +16.3% | -76.8% | +93.1% | +14.4% |
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 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