+110.0%
BX vs CPNG
-76.2%
+186.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.6% |
| 7D | -5.6% | -1.1% | -4.5% | -5.3% |
| 30D | -12.2% | -7.4% | -4.9% | -10.3% |
| 3M | +7.4% | -12.3% | +19.7% | +10.8% |
| 6M | +22.2% | -19.4% | +41.6% | +27.6% |
| YTD | -14.0% | -35.9% | +21.9% | -4.4% |
| 1Y | -27.3% | -53.4% | +26.1% | -11.5% |
| 3Y | +24.5% | -20.0% | +44.5% | +25.3% |
| 5Y | +18.9% | -49.6% | +68.4% | +16.4% |
| All | +110.0% | -76.2% | +186.2% | +106.0% |
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 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