-61.6%
CPNG vs BTDR
+23.3%
-84.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | -0.2% |
| 7D | -7.6% | +14.8% | -22.4% | -8.2% |
| 30D | -8.8% | +41.8% | -50.6% | -10.5% |
| 3M | -7.2% | -29.2% | +22.0% | -6.4% |
| 6M | -21.5% | +66.2% | -87.7% | -24.0% |
| YTD | -37.4% | +10.0% | -47.4% | -38.5% |
| 1Y | -54.3% | -11.0% | -43.4% | -55.1% |
| 3Y | -20.3% | +6.9% | -27.2% | -24.0% |
| 5Y | -51.2% | +24.7% | -75.9% | -56.5% |
| All | -61.6% | +23.3% | -84.9% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling