-42.5%
CPNG vs BUD
+50.1%
-92.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.2% |
| 7D | -6.9% | -1.6% | -5.3% | -6.2% |
| 30D | +1.1% | +6.7% | -5.5% | -2.2% |
| 3M | -6.3% | +5.9% | -12.2% | -9.1% |
| 6M | -3.8% | +5.1% | -8.9% | -6.9% |
| YTD | -35.2% | +32.9% | -68.1% | -45.2% |
| 1Y | -47.0% | +31.8% | -78.8% | -55.1% |
| 3Y | -0.2% | +47.4% | -47.6% | -25.0% |
| 5Y | -42.5% | +50.8% | -93.3% | -60.3% |
| All | -42.5% | +50.1% | -92.6% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling