+21.5%
BX vs CPNG
-21.7%
+43.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -8.9% | -5.4% | -3.5% | -7.5% |
| 30D | -14.8% | -11.1% | -3.7% | -12.1% |
| 3M | +6.9% | -3.0% | +9.9% | +6.7% |
| 6M | +16.3% | -23.5% | +39.8% | +22.7% |
| YTD | -16.1% | -37.8% | +21.7% | -6.4% |
| 1Y | -26.8% | -54.3% | +27.5% | -10.5% |
| All | +21.5% | -21.7% | +43.2% | +21.7% |
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