-23.5%
CPNG vs BG
+2.5%
-26.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.5% |
| 7D | -5.4% | +3.7% | -9.1% | -4.9% |
| 30D | -11.1% | +12.3% | -23.4% | -9.6% |
| 3M | -3.0% | -2.2% | -0.8% | -2.8% |
| 6M | -23.5% | +5.3% | -28.8% | -21.7% |
| All | -23.5% | +2.5% | -26.0% | -21.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling