-46.9%
CPNG vs NTR
+36.7%
-83.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.0% | +8.0% | +12.1% |
| 7D | +20.8% | +4.3% | +16.5% | +21.1% |
| 30D | +20.1% | +2.6% | +17.5% | +20.2% |
| 3M | +1.6% | +8.5% | -6.9% | +2.0% |
| 6M | -15.8% | -3.3% | -12.5% | -15.4% |
| YTD | -27.7% | +19.6% | -47.3% | -25.6% |
| 1Y | -46.9% | +37.6% | -84.5% | -44.7% |
| All | -46.9% | +36.7% | -83.6% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling