-51.2%
CPNG vs BP
+141.6%
-192.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.8% |
| 7D | -7.6% | +4.0% | -11.6% | -8.5% |
| 30D | -8.8% | +7.8% | -16.7% | -10.7% |
| 3M | -7.2% | +8.4% | -15.6% | -9.6% |
| 6M | -21.5% | +15.1% | -36.6% | -25.4% |
| YTD | -37.4% | +36.4% | -73.8% | -43.8% |
| 1Y | -54.3% | +40.9% | -95.2% | -59.6% |
| 3Y | -20.3% | +38.8% | -59.2% | -30.4% |
| 5Y | -51.2% | +141.1% | -192.3% | -64.6% |
| All | -51.2% | +141.6% | -192.8% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling