+110.9%
BX vs CPNG
-76.8%
+187.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.3% | -3.6% |
| 7D | -5.7% | -7.6% | +1.9% | -3.5% |
| 30D | -8.9% | -8.8% | -0.1% | -6.5% |
| 3M | +8.4% | -7.2% | +15.6% | +9.7% |
| 6M | +18.9% | -21.5% | +40.5% | +25.1% |
| YTD | -13.6% | -37.4% | +23.8% | -3.3% |
| 1Y | -22.4% | -54.3% | +31.9% | -5.1% |
| 3Y | +26.0% | -20.3% | +46.3% | +26.9% |
| 5Y | +18.8% | -51.2% | +70.0% | +17.1% |
| All | +110.9% | -76.8% | +187.6% | +108.4% |
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