-69.3%
CPNG vs BP
+126.8%
-196.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.1% |
| 7D | -1.1% | +5.2% | -6.3% | -2.3% |
| 30D | -7.4% | +8.7% | -16.1% | -9.3% |
| 3M | -12.3% | +9.3% | -21.7% | -14.6% |
| 6M | -19.4% | +13.6% | -33.0% | -22.7% |
| YTD | -35.9% | +37.7% | -73.6% | -41.9% |
| 1Y | -53.4% | +40.6% | -94.0% | -58.2% |
| 3Y | -20.0% | +40.3% | -60.3% | -29.3% |
| 5Y | -49.6% | +141.4% | -191.0% | -60.4% |
| All | -69.3% | +126.8% | -196.1% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling