-50.5%
CPNG vs BNY
+256.6%
-307.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.0% |
| 7D | -1.1% | -1.3% | +0.2% | -0.2% |
| 30D | -7.4% | -0.2% | -7.2% | -7.4% |
| 3M | -12.3% | +14.9% | -27.3% | -20.9% |
| 6M | -19.4% | +40.0% | -59.4% | -36.8% |
| YTD | -35.9% | +42.0% | -77.9% | -50.5% |
| 1Y | -53.4% | +56.9% | -110.3% | -66.6% |
| 3Y | -20.0% | +289.9% | -309.9% | -72.3% |
| All | -50.5% | +256.6% | -307.0% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 5y: compounded portfolio wealth divided by compounded BNY 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…
5y analysis · Full analysis span regression · 6 months rolling