-46.8%
CPNG vs BNS
+50.5%
-97.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.0% |
| 7D | -7.4% | +1.5% | -9.0% | -8.0% |
| 30D | -4.4% | +6.0% | -10.4% | -6.9% |
| 3M | -7.5% | +16.3% | -23.8% | -15.0% |
| 6M | -19.9% | +27.3% | -47.3% | -31.7% |
| YTD | -35.2% | +28.5% | -63.7% | -44.9% |
| 1Y | -46.8% | +49.0% | -95.8% | -60.3% |
| All | -46.8% | +50.5% | -97.3% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling