-69.9%
CPNG vs BP
+120.8%
-190.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.6% | -3.7% |
| 7D | -6.3% | +0.9% | -7.2% | -6.5% |
| 30D | -8.7% | +9.1% | -17.9% | -10.8% |
| 3M | -2.4% | +3.9% | -6.4% | -3.7% |
| 6M | -22.3% | +13.6% | -36.0% | -25.6% |
| YTD | -37.2% | +34.0% | -71.2% | -42.8% |
| 1Y | -53.0% | +39.2% | -92.2% | -57.8% |
| 3Y | -20.0% | +36.4% | -56.4% | -28.9% |
| 5Y | -52.8% | +135.8% | -188.6% | -62.7% |
| All | -69.9% | +120.8% | -190.7% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling