-46.9%
CPNG vs BDX
+54.0%
-100.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.6% | +6.4% | +10.7% |
| 7D | +20.8% | +7.2% | +13.6% | +19.2% |
| 30D | +20.1% | +15.8% | +4.3% | +17.2% |
| 3M | +1.6% | +23.7% | -22.1% | -1.0% |
| 6M | -15.8% | +44.8% | -60.7% | -18.7% |
| YTD | -27.7% | +39.8% | -67.5% | -29.4% |
| 1Y | -46.9% | +52.3% | -99.3% | -49.7% |
| All | -46.9% | +54.0% | -100.9% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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