-20.0%
CPNG vs BUD
+48.7%
-68.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.4% | -3.0% |
| 7D | -6.3% | +0.8% | -7.0% | -6.4% |
| 30D | -8.7% | -4.8% | -3.9% | -7.9% |
| 3M | -2.4% | +1.4% | -3.8% | -3.0% |
| 6M | -22.3% | +9.9% | -32.2% | -24.3% |
| YTD | -37.2% | +26.3% | -63.6% | -40.8% |
| 1Y | -53.0% | +36.1% | -89.1% | -56.5% |
| 3Y | -20.0% | +48.6% | -68.6% | -29.2% |
| All | -20.0% | +48.7% | -68.7% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 3y: compounded portfolio wealth divided by compounded BUD 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…
3y analysis · Full analysis span regression · 6 months rolling