-42.5%
CPNG vs BIL
+20.3%
-62.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -6.9% | +0.1% | -7.0% | -6.9% |
| 30D | +1.1% | +0.3% | +0.8% | +0.7% |
| 3M | -6.3% | +0.9% | -7.2% | -7.2% |
| 6M | -3.8% | +1.8% | -5.7% | -5.5% |
| YTD | -35.2% | +3.1% | -38.3% | -37.4% |
| 1Y | -47.0% | +3.7% | -50.6% | -48.7% |
| 3Y | -0.2% | +13.8% | -14.0% | -24.3% |
| 5Y | -42.5% | +20.2% | -62.7% | -80.2% |
| All | -42.5% | +20.3% | -62.7% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling