-70.2%
CPNG vs BTG
+44.5%
-114.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.1% |
| 7D | -5.4% | -5.5% | 0.0% | -4.5% |
| 30D | -11.1% | +6.1% | -17.2% | -12.1% |
| 3M | -3.0% | +38.6% | -41.6% | -8.8% |
| 6M | -23.5% | +0.7% | -24.2% | -24.6% |
| YTD | -37.8% | +20.3% | -58.1% | -41.1% |
| 1Y | -54.3% | +25.0% | -79.4% | -57.5% |
| 3Y | -20.8% | +97.3% | -118.1% | -34.7% |
| 5Y | -51.1% | +78.3% | -129.4% | -58.5% |
| All | -70.2% | +44.5% | -114.7% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling