-70.0%
CPNG vs BHP
+97.2%
-167.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -7.6% | +0.9% | -8.5% | -7.9% |
| 30D | -8.8% | +4.0% | -12.9% | -10.2% |
| 3M | -7.2% | +11.3% | -18.5% | -11.2% |
| 6M | -21.5% | +29.3% | -50.9% | -29.5% |
| YTD | -37.4% | +59.2% | -96.6% | -48.2% |
| 1Y | -54.3% | +80.8% | -135.2% | -64.1% |
| 3Y | -20.3% | +88.0% | -108.3% | -39.5% |
| 5Y | -51.2% | +126.6% | -177.8% | -64.1% |
| All | -70.0% | +97.2% | -167.2% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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