-54.3%
CPNG vs BIL
+3.7%
-58.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.7% |
| 7D | -5.4% | +0.1% | -5.5% | -5.7% |
| 30D | -11.1% | +0.3% | -11.4% | -12.6% |
| 3M | -3.0% | +0.9% | -3.9% | -7.7% |
| 6M | -23.5% | +1.8% | -25.3% | -38.7% |
| YTD | -37.8% | +2.5% | -40.3% | -58.4% |
| 1Y | -54.3% | +3.7% | -58.0% | -64.5% |
| All | -54.3% | +3.7% | -58.0% | -64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling