-46.9%
CPNG vs BTI
+24.7%
-71.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.4% | +8.6% | +12.0% |
| 7D | +20.8% | +5.3% | +15.5% | +21.1% |
| 30D | +20.1% | +19.1% | +1.0% | +21.6% |
| 3M | +1.6% | +6.5% | -4.9% | +1.6% |
| 6M | -15.8% | +9.4% | -25.3% | -16.2% |
| YTD | -27.7% | +14.4% | -42.1% | -28.1% |
| 1Y | -46.9% | +23.9% | -70.8% | -47.8% |
| All | -46.9% | +24.7% | -71.6% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling