-69.0%
CPNG vs BIL
+20.2%
-89.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -6.9% | +0.1% | -7.0% | -7.1% |
| 30D | +1.1% | +0.3% | +0.8% | +0.2% |
| 3M | -6.3% | +0.9% | -7.2% | -8.7% |
| 6M | -3.8% | +1.8% | -5.7% | -8.6% |
| YTD | -35.2% | +3.1% | -38.3% | -40.9% |
| 1Y | -47.0% | +3.7% | -50.6% | -52.2% |
| 3Y | -0.2% | +13.8% | -14.0% | -41.4% |
| 5Y | -42.5% | +20.2% | -62.7% | -82.9% |
| All | -69.0% | +20.2% | -89.1% | -90.7% |
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