-50.5%
CPNG vs CNI
+12.6%
-63.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.6% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | -7.4% | -2.7% | -4.7% | -6.0% |
| 3M | -12.3% | +3.9% | -16.3% | -14.7% |
| 6M | -19.4% | +16.4% | -35.8% | -27.2% |
| YTD | -35.9% | +25.8% | -61.7% | -45.1% |
| 1Y | -53.4% | +32.4% | -85.8% | -61.5% |
| 3Y | -20.0% | +19.1% | -39.1% | -31.9% |
| All | -50.5% | +12.6% | -63.1% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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