-69.3%
CPNG vs NSC
+37.5%
-106.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | -1.1% | -2.8% | +1.7% | -0.3% |
| 30D | -7.4% | -4.5% | -2.8% | -6.1% |
| 3M | -12.3% | +3.5% | -15.9% | -13.5% |
| 6M | -19.4% | +8.5% | -28.0% | -21.8% |
| YTD | -35.9% | +12.3% | -48.2% | -38.5% |
| 1Y | -53.4% | +18.9% | -72.4% | -56.2% |
| 3Y | -20.0% | +74.1% | -94.1% | -36.6% |
| 5Y | -49.6% | +43.9% | -93.5% | -56.4% |
| All | -69.3% | +37.5% | -106.8% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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