-70.2%
CPNG vs NTR
+62.6%
-132.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | -0.1% |
| 7D | -5.4% | -2.5% | -3.0% | -4.9% |
| 30D | -11.1% | +17.0% | -28.1% | -14.2% |
| 3M | -3.0% | +22.2% | -25.2% | -7.5% |
| 6M | -23.5% | +5.2% | -28.7% | -25.0% |
| YTD | -37.8% | +29.7% | -67.5% | -42.2% |
| 1Y | -54.3% | +39.4% | -93.7% | -58.6% |
| 3Y | -20.8% | +38.2% | -59.0% | -29.1% |
| 5Y | -51.1% | +47.6% | -98.7% | -54.2% |
| All | -70.2% | +62.6% | -132.8% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling