-69.9%
CPNG vs BTI
+125.5%
-195.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -3.1% |
| 7D | -6.3% | -1.4% | -4.9% | -6.0% |
| 30D | -8.7% | -7.0% | -1.7% | -7.4% |
| 3M | -2.4% | -6.3% | +3.9% | -1.6% |
| 6M | -22.3% | -2.0% | -20.4% | -22.8% |
| YTD | -37.2% | +0.2% | -37.4% | -38.2% |
| 1Y | -53.0% | +3.8% | -56.8% | -54.2% |
| 3Y | -20.0% | +112.1% | -132.1% | -40.3% |
| 5Y | -52.8% | +113.6% | -166.4% | -62.3% |
| All | -69.9% | +125.5% | -195.4% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling