-69.9%
CPNG vs BEN
+58.4%
-128.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -6.3% | +4.7% | -10.9% | -8.5% |
| 30D | -8.7% | +2.6% | -11.4% | -10.1% |
| 3M | -2.4% | +11.5% | -13.9% | -7.9% |
| 6M | -22.3% | +35.3% | -57.7% | -34.1% |
| YTD | -37.2% | +48.6% | -85.9% | -49.2% |
| 1Y | -53.0% | +46.7% | -99.7% | -61.9% |
| 3Y | -20.0% | +57.0% | -77.1% | -40.3% |
| 5Y | -52.8% | +41.8% | -94.6% | -65.1% |
| All | -69.9% | +58.4% | -128.3% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling