+1.6%
CPNG vs BTSG
+416.6%
-415.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -7.6% | +2.9% | -10.5% | -8.0% |
| 30D | -8.8% | +0.9% | -9.7% | -9.1% |
| 3M | -7.2% | +1.6% | -8.9% | -8.3% |
| 6M | -21.5% | +46.8% | -68.3% | -27.2% |
| YTD | -37.4% | +65.5% | -103.0% | -43.1% |
| 1Y | -54.3% | +136.2% | -190.6% | -61.0% |
| All | +1.6% | +416.6% | -415.0% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling