-46.0%
CPNG vs BB
-17.6%
-28.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | 0.0% |
| 7D | -6.8% | +1.8% | -8.6% | -7.3% |
| 30D | +5.5% | +8.1% | -2.7% | +2.4% |
| 3M | -6.8% | -1.0% | -5.8% | -8.2% |
| 6M | -4.8% | +45.9% | -50.7% | -19.7% |
| YTD | -35.6% | +134.8% | -170.4% | -54.6% |
| 1Y | -46.8% | +104.6% | -151.4% | -60.9% |
| 3Y | -0.8% | +152.8% | -153.6% | -41.4% |
| All | -46.0% | -17.6% | -28.4% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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