-21.9%
CPNG vs BEN
+53.1%
-75.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | -7.6% | +3.4% | -10.9% | -8.7% |
| 30D | -8.8% | +1.8% | -10.6% | -9.5% |
| 3M | -7.2% | +8.4% | -15.6% | -9.9% |
| 6M | -21.5% | +35.6% | -57.2% | -29.9% |
| YTD | -37.4% | +46.4% | -83.8% | -45.3% |
| 1Y | -54.3% | +46.3% | -100.7% | -60.2% |
| All | -21.9% | +53.1% | -75.0% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling