-50.5%
CPNG vs BTI
+118.0%
-168.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.9% |
| 6M | -19.4% | -4.0% | -15.5% | -19.6% |
| YTD | -35.9% | +0.4% | -36.3% | -37.0% |
| 1Y | -53.4% | +1.9% | -55.3% | -54.5% |
| 3Y | -20.0% | +108.5% | -128.5% | -42.4% |
| All | -50.5% | +118.0% | -168.5% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling