-69.3%
CPNG vs BBWI
-52.6%
-16.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.4% | -3.4% | +1.4% |
| 7D | -1.1% | -4.8% | +3.7% | +0.1% |
| 30D | -7.4% | +3.5% | -10.8% | -8.7% |
| 3M | -12.3% | -0.3% | -12.0% | -13.3% |
| 6M | -19.4% | -5.4% | -14.1% | -20.1% |
| YTD | -35.9% | -4.7% | -31.2% | -37.0% |
| 1Y | -53.4% | -30.5% | -22.9% | -50.7% |
| 3Y | -20.0% | -44.3% | +24.3% | -15.8% |
| 5Y | -49.6% | -66.9% | +17.3% | -41.6% |
| All | -69.3% | -52.6% | -16.7% | -64.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling