-60.6%
CPNG vs BTDR
+19.6%
-80.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.7% | +2.9% |
| 7D | -1.1% | -3.4% | +2.3% | -1.0% |
| 30D | -7.4% | +32.6% | -39.9% | -8.8% |
| 3M | -12.3% | -32.2% | +19.9% | -11.4% |
| 6M | -19.4% | +52.4% | -71.8% | -21.7% |
| YTD | -35.9% | +6.7% | -42.6% | -36.9% |
| 1Y | -53.4% | -15.2% | -38.2% | -54.1% |
| 3Y | -20.0% | +14.9% | -34.9% | -23.7% |
| 5Y | -49.6% | +20.8% | -70.4% | -55.0% |
| All | -60.6% | +19.6% | -80.2% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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