-22.4%
CPNG vs BBWI
-48.6%
+26.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -5.4% | -8.0% | +2.6% | -4.2% |
| 30D | -11.1% | -6.6% | -4.5% | -10.4% |
| 3M | -3.0% | -2.7% | -0.3% | -3.2% |
| 6M | -23.5% | -12.8% | -10.7% | -22.8% |
| YTD | -37.8% | -10.5% | -27.3% | -37.8% |
| 1Y | -54.3% | -35.3% | -19.0% | -52.0% |
| All | -22.4% | -48.6% | +26.2% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling