-23.5%
CPNG vs BNS
+33.7%
-57.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -5.4% | -2.2% | -3.2% | -4.6% |
| 30D | -11.1% | +4.5% | -15.6% | -12.9% |
| 3M | -3.0% | +14.9% | -17.9% | -13.1% |
| 6M | -23.5% | +32.5% | -56.0% | -42.1% |
| All | -23.5% | +33.7% | -57.2% | -42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling