-69.9%
CPNG vs NTAP
+219.3%
-289.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.8% |
| 7D | -6.3% | +3.3% | -9.5% | -7.4% |
| 30D | -8.7% | -0.2% | -8.5% | -9.1% |
| 3M | -2.4% | +11.4% | -13.8% | -7.1% |
| 6M | -22.3% | +88.7% | -111.0% | -40.6% |
| YTD | -37.2% | +78.9% | -116.1% | -51.2% |
| 1Y | -53.0% | +58.8% | -111.8% | -61.7% |
| 3Y | -20.0% | +153.5% | -173.6% | -51.8% |
| 5Y | -52.8% | +136.7% | -189.5% | -72.5% |
| All | -69.9% | +219.3% | -289.2% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling