-69.3%
CPNG vs NRG
+220.5%
-289.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +2.6% |
| 7D | -1.1% | -4.7% | +3.6% | +0.2% |
| 30D | -7.4% | -6.0% | -1.4% | -6.0% |
| 3M | -12.3% | -8.0% | -4.4% | -11.6% |
| 6M | -19.4% | -23.2% | +3.7% | -14.8% |
| YTD | -35.9% | -28.1% | -7.9% | -31.3% |
| 1Y | -53.4% | -27.3% | -26.1% | -50.5% |
| 3Y | -20.0% | +208.7% | -228.7% | -50.7% |
| 5Y | -49.6% | +197.7% | -247.2% | -68.7% |
| All | -69.3% | +220.5% | -289.8% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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