-50.5%
CPNG vs NI
+96.9%
-147.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.1% | 0.0% | -1.2% | -1.1% |
| 30D | -7.4% | -1.4% | -6.0% | -7.0% |
| 3M | -12.3% | -10.6% | -1.8% | -9.2% |
| 6M | -19.4% | -9.3% | -10.1% | -17.0% |
| YTD | -35.9% | +1.1% | -37.0% | -36.7% |
| 1Y | -53.4% | +3.4% | -56.8% | -54.5% |
| 3Y | -20.0% | +67.9% | -87.9% | -34.1% |
| All | -50.5% | +96.9% | -147.4% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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