-46.9%
CPNG vs BAX
+46.0%
-93.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.0% | +8.0% | +11.3% |
| 7D | +20.8% | +4.1% | +16.8% | +19.9% |
| 30D | +20.1% | +9.4% | +10.7% | +18.4% |
| 3M | +1.6% | -6.5% | +8.1% | +1.9% |
| 6M | -15.8% | +59.6% | -75.4% | -19.5% |
| YTD | -27.7% | +38.9% | -66.6% | -30.5% |
| 1Y | -46.9% | +48.0% | -94.9% | -49.1% |
| All | -46.9% | +46.0% | -93.0% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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