-69.9%
CPNG vs BAX
-64.4%
-5.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.6% | -2.4% |
| 7D | -6.3% | -2.4% | -3.8% | -5.8% |
| 30D | -8.7% | -9.7% | +1.0% | -6.9% |
| 3M | -2.4% | +29.3% | -31.7% | -7.3% |
| 6M | -22.3% | +40.7% | -63.0% | -27.7% |
| YTD | -37.2% | +30.3% | -67.5% | -41.1% |
| 1Y | -53.0% | +3.4% | -56.4% | -53.8% |
| 3Y | -20.0% | -32.0% | +12.0% | -15.8% |
| 5Y | -52.8% | -66.9% | +14.1% | -43.4% |
| All | -69.9% | -64.4% | -5.5% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling