+16.0%
BX vs CPNG
-51.9%
+67.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | -8.9% | -5.4% | -3.5% | -7.3% |
| 30D | -14.8% | -11.1% | -3.7% | -11.6% |
| 3M | +6.9% | -3.0% | +9.9% | +6.8% |
| 6M | +16.3% | -23.5% | +39.8% | +24.0% |
| YTD | -16.1% | -37.8% | +21.7% | -4.7% |
| 1Y | -26.8% | -54.3% | +27.5% | -8.2% |
| 3Y | +22.4% | -20.8% | +43.2% | +22.8% |
| 5Y | +16.0% | -51.1% | +67.1% | +20.7% |
| All | +16.0% | -51.9% | +67.9% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling