-20.0%
CPNG vs BG
+18.0%
-38.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.1% |
| 7D | -1.1% | +3.1% | -4.2% | -1.3% |
| 30D | -7.4% | +10.2% | -17.6% | -7.8% |
| 3M | -12.3% | -1.7% | -10.7% | -12.2% |
| 6M | -19.4% | +1.0% | -20.4% | -19.5% |
| YTD | -35.9% | +39.9% | -75.8% | -37.7% |
| 1Y | -53.4% | +53.2% | -106.6% | -55.3% |
| 3Y | -20.0% | +16.3% | -36.3% | -24.1% |
| All | -20.0% | +18.0% | -38.0% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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