-20.0%
CPNG vs BIL
+14.1%
-34.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.2% | -3.1% |
| 7D | -6.3% | +0.1% | -6.3% | -6.0% |
| 30D | -8.7% | +0.3% | -9.0% | -7.8% |
| 3M | -2.4% | +0.9% | -3.3% | +1.3% |
| 6M | -22.3% | +1.8% | -24.2% | -17.3% |
| YTD | -37.2% | +2.5% | -39.7% | -31.8% |
| 1Y | -53.0% | +3.7% | -56.7% | -43.0% |
| 3Y | -20.0% | +14.1% | -34.1% | +47.6% |
| All | -20.0% | +14.1% | -34.1% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling