-69.3%
CPNG vs BIL
+19.4%
-88.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.3% |
| 30D | -7.4% | +0.3% | -7.6% | -8.0% |
| 3M | -12.3% | +0.9% | -13.3% | -14.3% |
| 6M | -19.4% | +1.8% | -21.3% | -23.5% |
| YTD | -35.9% | +2.5% | -38.4% | -40.5% |
| 1Y | -53.4% | +3.7% | -57.1% | -57.8% |
| 3Y | -20.0% | +14.1% | -34.1% | -54.5% |
| 5Y | -49.6% | +19.5% | -69.0% | -84.8% |
| All | -69.3% | +19.4% | -88.7% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling