-69.3%
CPNG vs BTG
+45.0%
-114.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | -1.1% | -3.8% | +2.6% | -0.5% |
| 30D | -7.4% | +3.6% | -11.0% | -8.0% |
| 3M | -12.3% | +32.0% | -44.4% | -17.0% |
| 6M | -19.4% | +3.4% | -22.8% | -21.0% |
| YTD | -35.9% | +20.8% | -56.7% | -39.3% |
| 1Y | -53.4% | +22.4% | -75.8% | -56.4% |
| 3Y | -20.0% | +91.7% | -111.7% | -33.7% |
| 5Y | -49.6% | +79.0% | -128.6% | -57.2% |
| All | -69.3% | +45.0% | -114.3% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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