-21.5%
CPNG vs BTSG
+52.3%
-73.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -7.6% | +2.9% | -10.5% | -7.8% |
| 30D | -8.8% | +0.9% | -9.7% | -8.9% |
| 3M | -7.2% | +1.6% | -8.9% | -10.0% |
| 6M | -21.5% | +46.8% | -68.3% | -30.8% |
| All | -21.5% | +52.3% | -73.8% | -30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling