-46.9%
CPNG vs BBWI
+2.4%
-49.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.1% | +7.8% | +11.3% |
| 7D | +20.8% | +8.8% | +12.1% | +19.4% |
| 30D | +20.1% | +34.8% | -14.8% | +15.0% |
| 3M | +1.6% | +12.9% | -11.3% | -0.5% |
| 6M | -15.8% | +29.6% | -45.4% | -20.0% |
| YTD | -27.7% | +20.8% | -48.5% | -31.1% |
| 1Y | -46.9% | +4.1% | -51.0% | -49.1% |
| All | -46.9% | +2.4% | -49.3% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling