-69.3%
CPNG vs BN
+74.9%
-144.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.6% | +2.8% |
| 7D | -1.1% | -5.2% | +4.1% | +2.4% |
| 30D | -7.4% | -14.5% | +7.1% | +2.4% |
| 3M | -12.3% | -15.0% | +2.6% | -2.9% |
| 6M | -19.4% | -5.4% | -14.0% | -17.0% |
| YTD | -35.9% | -16.4% | -19.5% | -28.9% |
| 1Y | -53.4% | -16.2% | -37.2% | -48.7% |
| 3Y | -20.0% | +67.5% | -87.5% | -49.5% |
| 5Y | -49.6% | +34.1% | -83.7% | -62.6% |
| All | -69.3% | +74.9% | -144.2% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling