-69.9%
CPNG vs NSC
+40.7%
-110.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -3.0% |
| 7D | -6.3% | -1.5% | -4.8% | -5.8% |
| 30D | -8.7% | -1.9% | -6.8% | -8.2% |
| 3M | -2.4% | +6.2% | -8.7% | -4.4% |
| 6M | -22.3% | +9.2% | -31.5% | -24.7% |
| YTD | -37.2% | +15.0% | -52.2% | -40.2% |
| 1Y | -53.0% | +21.1% | -74.1% | -56.0% |
| 3Y | -20.0% | +78.6% | -98.6% | -37.1% |
| 5Y | -52.8% | +45.9% | -98.6% | -59.6% |
| All | -69.9% | +40.7% | -110.7% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling