-46.0%
CPNG vs BAX
-64.2%
+18.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -6.8% | +0.1% | -6.8% | -6.8% |
| 30D | +5.5% | +4.1% | +1.4% | +4.6% |
| 3M | -6.8% | -4.5% | -2.2% | -6.0% |
| 6M | -4.8% | +49.2% | -54.1% | -12.5% |
| YTD | -35.6% | +35.2% | -70.9% | -40.3% |
| 1Y | -46.8% | +38.3% | -85.0% | -50.9% |
| 3Y | -0.8% | -19.0% | +18.3% | +0.1% |
| All | -46.0% | -64.2% | +18.2% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling