-53.4%
CPNG vs BEN
+45.3%
-98.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.1% | -3.1% | +2.0% | +0.2% |
| 30D | -7.4% | +0.2% | -7.5% | -7.5% |
| 3M | -12.3% | +6.8% | -19.2% | -15.1% |
| 6M | -19.4% | +38.1% | -57.5% | -30.3% |
| YTD | -35.9% | +44.3% | -80.3% | -43.3% |
| 1Y | -53.4% | +42.6% | -96.0% | -59.3% |
| All | -53.4% | +45.3% | -98.7% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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