-70.2%
CPNG vs BNS
+95.4%
-165.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.1% |
| 7D | -5.4% | -2.2% | -3.2% | -4.0% |
| 30D | -11.1% | +4.5% | -15.6% | -13.9% |
| 3M | -3.0% | +14.9% | -17.9% | -12.3% |
| 6M | -23.5% | +32.5% | -56.0% | -37.4% |
| YTD | -37.8% | +28.6% | -66.4% | -48.3% |
| 1Y | -54.3% | +48.4% | -102.7% | -65.7% |
| 3Y | -20.8% | +130.8% | -151.6% | -57.8% |
| 5Y | -51.1% | +94.8% | -145.9% | -66.6% |
| All | -70.2% | +95.4% | -165.6% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling