-51.1%
CPNG vs NTAP
+122.8%
-173.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -5.4% | -1.0% | -4.5% | -5.1% |
| 30D | -11.1% | -7.5% | -3.6% | -8.8% |
| 3M | -3.0% | +14.6% | -17.6% | -9.0% |
| 6M | -23.5% | +91.0% | -114.5% | -43.2% |
| YTD | -37.8% | +73.7% | -111.5% | -52.2% |
| 1Y | -54.3% | +51.2% | -105.6% | -62.7% |
| 3Y | -20.8% | +146.1% | -166.9% | -55.1% |
| 5Y | -51.1% | +122.8% | -173.9% | -72.3% |
| All | -51.1% | +122.8% | -173.8% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling