-46.8%
CPNG vs BP
+34.1%
-80.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | -7.4% | +3.9% | -11.4% | -7.2% |
| 30D | -4.4% | +7.6% | -12.1% | -4.0% |
| 3M | -7.5% | +0.7% | -8.2% | -6.5% |
| 6M | -19.9% | +15.5% | -35.4% | -20.1% |
| YTD | -35.2% | +30.8% | -66.0% | -34.6% |
| 1Y | -46.8% | +34.3% | -81.1% | -46.0% |
| All | -46.8% | +34.1% | -80.9% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling