-69.3%
CPNG vs BG
+75.5%
-144.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.4% |
| 7D | -1.1% | +3.1% | -4.2% | -1.7% |
| 30D | -7.4% | +10.2% | -17.6% | -9.2% |
| 3M | -12.3% | -1.7% | -10.7% | -12.4% |
| 6M | -19.4% | +1.0% | -20.4% | -20.1% |
| YTD | -35.9% | +39.9% | -75.8% | -41.0% |
| 1Y | -53.4% | +53.2% | -106.6% | -58.3% |
| 3Y | -20.0% | +16.3% | -36.3% | -23.8% |
| 5Y | -49.6% | +83.9% | -133.4% | -56.6% |
| All | -69.3% | +75.5% | -144.8% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling