-53.4%
CPNG vs BP
+40.7%
-94.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.1% |
| 7D | -1.1% | +5.2% | -6.3% | -0.7% |
| 30D | -7.4% | +8.7% | -16.1% | -6.8% |
| 3M | -12.3% | +9.3% | -21.7% | -11.2% |
| 6M | -19.4% | +13.6% | -33.0% | -18.7% |
| YTD | -35.9% | +37.7% | -73.6% | -35.3% |
| 1Y | -53.4% | +40.6% | -94.0% | -53.0% |
| All | -53.4% | +40.7% | -94.1% | -53.0% |
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