-69.3%
CPNG vs BNY
+314.7%
-384.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.0% |
| 7D | -1.1% | -1.3% | +0.2% | -0.3% |
| 30D | -7.4% | -0.2% | -7.2% | -7.4% |
| 3M | -12.3% | +14.9% | -27.3% | -19.8% |
| 6M | -19.4% | +40.0% | -59.4% | -34.8% |
| YTD | -35.9% | +42.0% | -77.9% | -48.8% |
| 1Y | -53.4% | +56.9% | -110.3% | -65.1% |
| 3Y | -20.0% | +289.9% | -309.9% | -67.2% |
| 5Y | -49.6% | +259.2% | -308.8% | -78.8% |
| All | -69.3% | +314.7% | -384.0% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling