-20.0%
CPNG vs BNS
+130.5%
-150.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.8% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | -7.4% | +3.5% | -10.8% | -8.9% |
| 3M | -12.3% | +14.1% | -26.4% | -18.3% |
| 6M | -19.4% | +33.8% | -53.2% | -30.8% |
| YTD | -35.9% | +29.5% | -65.4% | -44.2% |
| 1Y | -53.4% | +48.4% | -101.8% | -62.2% |
| 3Y | -20.0% | +129.6% | -149.6% | -48.8% |
| All | -20.0% | +130.5% | -150.5% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling