-20.0%
CPNG vs BND
+12.5%
-32.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.2% |
| 7D | -1.1% | -1.0% | -0.1% | +0.3% |
| 30D | -7.4% | -1.1% | -6.2% | -5.8% |
| 3M | -12.3% | -1.9% | -10.5% | -10.0% |
| 6M | -19.4% | -1.6% | -17.8% | -17.4% |
| YTD | -35.9% | -1.2% | -34.7% | -34.7% |
| 1Y | -53.4% | -0.7% | -52.7% | -52.8% |
| 3Y | -20.0% | +12.5% | -32.5% | -29.0% |
| All | -20.0% | +12.5% | -32.5% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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