-46.9%
CPNG vs BTSG
+111.7%
-158.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.1% | +12.0% | +12.0% |
| 7D | +20.8% | +17.4% | +3.4% | +19.1% |
| 30D | +20.1% | +12.6% | +7.5% | +18.8% |
| 3M | +1.6% | +11.2% | -9.6% | +0.6% |
| 6M | -15.8% | +30.4% | -46.2% | -20.1% |
| YTD | -27.7% | +86.4% | -114.1% | -35.2% |
| 1Y | -46.9% | +117.9% | -164.9% | -53.2% |
| All | -46.9% | +111.7% | -158.6% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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