-21.9%
CPNG vs BN
+71.3%
-93.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.6% |
| 7D | -7.6% | -3.0% | -4.6% | -6.3% |
| 30D | -8.8% | -13.0% | +4.2% | -2.7% |
| 3M | -7.2% | -15.2% | +8.0% | +0.1% |
| 6M | -21.5% | -5.9% | -15.6% | -19.5% |
| YTD | -37.4% | -15.8% | -21.7% | -32.7% |
| 1Y | -54.3% | -12.2% | -42.2% | -52.0% |
| All | -21.9% | +71.3% | -93.2% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling