-70.2%
CPNG vs NTRA
+211.1%
-281.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | -5.4% | -0.5% | -4.9% | -5.3% |
| 30D | -11.1% | +4.3% | -15.4% | -12.2% |
| 3M | -3.0% | +50.6% | -53.6% | -15.0% |
| 6M | -23.5% | +63.9% | -87.4% | -35.4% |
| YTD | -37.8% | +42.4% | -80.2% | -45.5% |
| 1Y | -54.3% | +92.1% | -146.4% | -63.6% |
| 3Y | -20.8% | +501.7% | -522.5% | -58.1% |
| 5Y | -51.1% | +171.4% | -222.5% | -72.4% |
| All | -70.2% | +211.1% | -281.3% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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