-70.2%
CPNG vs BAH
+6.8%
-77.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.8% | -5.4% | -1.2% |
| 7D | -5.4% | +2.4% | -7.9% | -5.7% |
| 30D | -11.1% | -2.9% | -8.1% | -10.8% |
| 3M | -3.0% | -1.3% | -1.6% | -3.0% |
| 6M | -23.5% | -0.9% | -22.6% | -23.8% |
| YTD | -37.8% | -8.2% | -29.6% | -37.6% |
| 1Y | -54.3% | -24.0% | -30.4% | -53.0% |
| 3Y | -20.8% | -28.1% | +7.3% | -20.9% |
| 5Y | -51.1% | +2.5% | -53.6% | -55.1% |
| All | -70.2% | +6.8% | -77.1% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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