-69.0%
CPNG vs BIL
+19.3%
-88.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | -7.4% | +0.1% | -7.5% | -7.7% |
| 30D | -4.4% | +0.3% | -4.8% | -5.2% |
| 3M | -7.5% | +0.9% | -8.4% | -9.6% |
| 6M | -19.9% | +1.8% | -21.8% | -24.0% |
| YTD | -35.2% | +2.4% | -37.6% | -39.7% |
| 1Y | -46.8% | +3.7% | -50.5% | -51.8% |
| 3Y | -20.2% | +14.2% | -34.3% | -54.7% |
| 5Y | -48.4% | +19.4% | -67.8% | -84.3% |
| All | -69.0% | +19.3% | -88.3% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling