-69.3%
CPNG vs NOC
+89.6%
-158.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.1% | +0.8% | -1.9% | -1.1% |
| 30D | -7.4% | -9.7% | +2.3% | -7.0% |
| 3M | -12.3% | -5.6% | -6.7% | -12.3% |
| 6M | -19.4% | -28.6% | +9.1% | -19.3% |
| YTD | -35.9% | -7.9% | -28.0% | -35.6% |
| 1Y | -53.4% | -9.5% | -43.9% | -53.2% |
| 3Y | -20.0% | +28.4% | -48.4% | -19.8% |
| 5Y | -49.6% | +59.0% | -108.5% | -41.8% |
| All | -69.3% | +89.6% | -158.9% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling