-70.0%
CPNG vs NI
+126.2%
-196.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -7.6% | +1.3% | -8.8% | -7.9% |
| 30D | -8.8% | -0.3% | -8.6% | -8.8% |
| 3M | -7.2% | -9.5% | +2.2% | -4.8% |
| 6M | -21.5% | -10.2% | -11.3% | -19.3% |
| YTD | -37.4% | +1.8% | -39.2% | -38.2% |
| 1Y | -54.3% | +5.7% | -60.0% | -55.5% |
| 3Y | -20.3% | +69.6% | -89.9% | -31.6% |
| 5Y | -51.2% | +95.8% | -147.0% | -56.0% |
| All | -70.0% | +126.2% | -196.2% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling