-51.1%
CPNG vs BIL
+19.4%
-70.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | -11.1% | +0.3% | -11.4% | -11.5% |
| 3M | -3.0% | +0.9% | -3.9% | -4.4% |
| 6M | -23.5% | +1.8% | -25.3% | -26.2% |
| YTD | -37.8% | +2.5% | -40.3% | -41.0% |
| 1Y | -54.3% | +3.7% | -58.0% | -57.1% |
| 3Y | -20.8% | +14.1% | -34.9% | -50.6% |
| 5Y | -51.1% | +19.4% | -70.5% | -86.1% |
| All | -51.1% | +19.4% | -70.5% | -86.1% |
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