-22.4%
CPNG vs BAX
-34.3%
+11.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -5.4% | -5.4% | 0.0% | -4.6% |
| 30D | -11.1% | -12.4% | +1.3% | -9.4% |
| 3M | -3.0% | +19.1% | -22.1% | -5.2% |
| 6M | -23.5% | +38.6% | -62.1% | -27.1% |
| YTD | -37.8% | +26.7% | -64.5% | -40.3% |
| 1Y | -54.3% | +1.0% | -55.4% | -54.6% |
| All | -22.4% | -34.3% | +11.9% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling