-27.3%
BX vs CPNG
-52.8%
+25.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.9% |
| 7D | -5.6% | -1.1% | -4.5% | -5.4% |
| 30D | -12.2% | -7.4% | -4.9% | -11.0% |
| 3M | +7.4% | -12.3% | +19.7% | +9.7% |
| 6M | +22.2% | -19.4% | +41.6% | +24.8% |
| YTD | -14.0% | -35.9% | +21.9% | -11.3% |
| 1Y | -27.3% | -53.4% | +26.1% | -19.9% |
| All | -27.3% | -52.8% | +25.5% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling