-51.1%
CPNG vs BN
+30.5%
-81.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.2% |
| 7D | -5.4% | -5.9% | +0.4% | -1.5% |
| 30D | -11.1% | -15.1% | +4.0% | -1.0% |
| 3M | -3.0% | -14.6% | +11.6% | +7.4% |
| 6M | -23.5% | -8.4% | -15.1% | -19.5% |
| YTD | -37.8% | -16.8% | -21.0% | -30.6% |
| 1Y | -54.3% | -14.4% | -40.0% | -50.4% |
| 3Y | -20.8% | +70.1% | -90.9% | -52.0% |
| 5Y | -51.1% | +33.5% | -84.6% | -64.2% |
| All | -51.1% | +30.5% | -81.6% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling