-69.3%
CPNG vs BNS
+96.7%
-166.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.6% |
| 7D | -1.1% | -0.4% | -0.7% | -0.8% |
| 30D | -7.4% | +3.5% | -10.8% | -9.7% |
| 3M | -12.3% | +14.1% | -26.4% | -20.4% |
| 6M | -19.4% | +33.8% | -53.2% | -34.5% |
| YTD | -35.9% | +29.5% | -65.4% | -46.9% |
| 1Y | -53.4% | +48.4% | -101.8% | -65.0% |
| 3Y | -20.0% | +129.6% | -149.6% | -57.2% |
| 5Y | -49.6% | +96.1% | -145.6% | -65.7% |
| All | -69.3% | +96.7% | -166.0% | -79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling