-46.0%
CPNG vs BN
+31.1%
-77.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | +0.4% |
| 7D | -6.8% | -1.0% | -5.8% | -6.2% |
| 30D | +5.5% | +14.0% | -8.5% | -3.4% |
| 3M | -6.8% | -9.0% | +2.3% | -0.6% |
| 6M | -4.8% | -8.8% | +4.0% | +1.1% |
| YTD | -35.6% | -10.3% | -25.4% | -31.5% |
| 1Y | -46.8% | -5.8% | -40.9% | -45.3% |
| 3Y | -0.8% | +94.8% | -95.6% | -46.4% |
| All | -46.0% | +31.1% | -77.1% | -60.5% |
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