-20.0%
CPNG vs BLDR
-57.1%
+37.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.6% |
| 7D | -1.1% | -8.2% | +7.1% | +0.4% |
| 30D | -7.4% | -16.6% | +9.3% | -4.3% |
| 3M | -12.3% | -23.2% | +10.8% | -8.8% |
| 6M | -19.4% | -33.7% | +14.3% | -14.3% |
| YTD | -35.9% | -41.3% | +5.4% | -30.6% |
| 1Y | -53.4% | -58.8% | +5.4% | -46.5% |
| 3Y | -20.0% | -57.5% | +37.5% | -11.4% |
| All | -20.0% | -57.1% | +37.1% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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