-51.1%
CPNG vs NOC
+57.3%
-108.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -5.4% | -1.8% | -3.7% | -5.3% |
| 30D | -11.1% | -9.4% | -1.6% | -10.5% |
| 3M | -3.0% | -3.8% | +0.9% | -2.8% |
| 6M | -23.5% | -28.8% | +5.2% | -22.5% |
| YTD | -37.8% | -7.9% | -29.9% | -37.4% |
| 1Y | -54.3% | -9.0% | -45.3% | -54.0% |
| 3Y | -20.8% | +29.1% | -49.8% | -22.1% |
| 5Y | -51.1% | +58.9% | -110.0% | -51.3% |
| All | -51.1% | +57.3% | -108.3% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling