-45.7%
CPNG vs NTRS
+37.4%
-83.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | 0.0% | -2.5% |
| 7D | +12.7% | -0.9% | +13.6% | +13.2% |
| 30D | +13.9% | +1.1% | +12.7% | +13.8% |
| 3M | +2.6% | -6.6% | +9.2% | +4.2% |
| 6M | -20.9% | +7.1% | -28.0% | -22.2% |
| YTD | -30.4% | +27.4% | -57.8% | -34.1% |
| 1Y | -45.7% | +36.5% | -82.2% | -50.1% |
| All | -45.7% | +37.4% | -83.1% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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