-42.5%
CPNG vs BP
+112.5%
-155.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -4.7% |
| 7D | -6.9% | +2.5% | -9.4% | -7.4% |
| 30D | +1.1% | -5.6% | +6.7% | +2.1% |
| 3M | -6.3% | +8.0% | -14.4% | -8.9% |
| 6M | -3.8% | +5.7% | -9.5% | -6.3% |
| YTD | -35.2% | +36.8% | -72.0% | -42.3% |
| 1Y | -47.0% | +30.7% | -77.7% | -52.2% |
| 3Y | -0.2% | +51.6% | -51.8% | -16.3% |
| 5Y | -42.5% | +112.2% | -154.7% | -57.1% |
| All | -42.5% | +112.5% | -155.0% | -57.1% |
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