-69.0%
CPNG vs BUD
+39.1%
-108.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -7.4% | +0.3% | -7.7% | -7.6% |
| 30D | -4.4% | -5.7% | +1.2% | -2.1% |
| 3M | -7.5% | +3.1% | -10.6% | -9.3% |
| 6M | -19.9% | +7.9% | -27.8% | -23.4% |
| YTD | -35.2% | +27.3% | -62.5% | -43.0% |
| 1Y | -46.8% | +37.8% | -84.6% | -55.2% |
| 3Y | -20.2% | +49.8% | -70.0% | -38.7% |
| 5Y | -48.4% | +43.8% | -92.3% | -61.2% |
| All | -69.0% | +39.1% | -108.1% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling