-70.0%
CPNG vs BND
+0.5%
-70.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | 0.0% |
| 7D | -7.6% | -0.1% | -7.4% | -7.4% |
| 30D | -8.8% | -0.2% | -8.6% | -8.5% |
| 3M | -7.2% | -0.7% | -6.5% | -6.1% |
| 6M | -21.5% | -1.7% | -19.9% | -19.3% |
| YTD | -37.4% | -0.5% | -36.9% | -36.8% |
| 1Y | -54.3% | +0.4% | -54.7% | -54.5% |
| 3Y | -20.3% | +13.1% | -33.4% | -33.6% |
| 5Y | -51.2% | -2.1% | -49.1% | -59.6% |
| All | -70.0% | +0.5% | -70.5% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling