-20.0%
CPNG vs BTG
+94.8%
-114.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | -1.1% | -3.8% | +2.6% | -0.6% |
| 30D | -7.4% | +3.6% | -11.0% | -7.9% |
| 3M | -12.3% | +32.0% | -44.4% | -16.2% |
| 6M | -19.4% | +3.4% | -22.8% | -20.6% |
| YTD | -35.9% | +20.8% | -56.7% | -38.7% |
| 1Y | -53.4% | +22.4% | -75.8% | -56.0% |
| 3Y | -20.0% | +91.7% | -111.7% | -30.8% |
| All | -20.0% | +94.8% | -114.8% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling