-69.3%
CPNG vs NTAP
+236.4%
-305.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.5% | -5.5% | +0.1% |
| 7D | -1.1% | +7.4% | -8.5% | -3.6% |
| 30D | -7.4% | -1.4% | -6.0% | -7.3% |
| 3M | -12.3% | +24.6% | -36.9% | -19.8% |
| 6M | -19.4% | +105.9% | -125.3% | -40.3% |
| YTD | -35.9% | +88.5% | -124.4% | -51.1% |
| 1Y | -53.4% | +62.1% | -115.5% | -62.3% |
| 3Y | -20.0% | +169.1% | -189.1% | -52.9% |
| 5Y | -49.6% | +141.9% | -191.4% | -71.3% |
| All | -69.3% | +236.4% | -305.7% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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