-69.3%
CPNG vs BAX
-65.9%
-3.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.6% | +3.4% |
| 7D | -1.1% | -7.9% | +6.7% | +0.5% |
| 30D | -7.4% | -11.7% | +4.3% | -5.1% |
| 3M | -12.3% | +16.2% | -28.5% | -15.0% |
| 6M | -19.4% | +32.0% | -51.4% | -24.1% |
| YTD | -35.9% | +24.7% | -60.6% | -39.4% |
| 1Y | -53.4% | -2.6% | -50.8% | -53.7% |
| 3Y | -20.0% | -35.0% | +15.0% | -15.0% |
| 5Y | -49.6% | -67.6% | +18.0% | -39.0% |
| All | -69.3% | -65.9% | -3.4% | -59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling