-69.3%
CPNG vs BTI
+125.8%
-195.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.9% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -7.4% | -1.1% | -6.3% | -7.2% |
| 3M | -12.3% | -8.8% | -3.6% | -11.1% |
| 6M | -19.4% | -4.0% | -15.5% | -19.5% |
| YTD | -35.9% | +0.4% | -36.3% | -36.9% |
| 1Y | -53.4% | +1.9% | -55.3% | -54.4% |
| 3Y | -20.0% | +108.5% | -128.5% | -39.8% |
| 5Y | -49.6% | +118.5% | -168.1% | -59.6% |
| All | -69.3% | +125.8% | -195.1% | -73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling