-69.9%
CPNG vs NOC
+89.5%
-159.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | -6.3% | -2.7% | -3.6% | -6.2% |
| 30D | -8.7% | -8.9% | +0.1% | -8.5% |
| 3M | -2.4% | -3.7% | +1.2% | -2.3% |
| 6M | -22.3% | -30.8% | +8.5% | -22.2% |
| YTD | -37.2% | -7.9% | -29.3% | -36.9% |
| 1Y | -53.0% | -9.4% | -43.6% | -52.8% |
| 3Y | -20.0% | +29.0% | -49.0% | -19.8% |
| 5Y | -52.8% | +56.1% | -108.8% | -46.2% |
| All | -69.9% | +89.5% | -159.4% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling