-69.3%
CPNG vs NTRS
+121.6%
-190.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.6% |
| 7D | -1.1% | +1.4% | -2.5% | -1.7% |
| 30D | -7.4% | -0.7% | -6.7% | -7.2% |
| 3M | -12.3% | +11.3% | -23.7% | -16.6% |
| 6M | -19.4% | +35.5% | -55.0% | -30.2% |
| YTD | -35.9% | +40.6% | -76.5% | -45.5% |
| 1Y | -53.4% | +49.2% | -102.6% | -61.6% |
| 3Y | -20.0% | +167.2% | -187.2% | -51.9% |
| 5Y | -49.6% | +94.9% | -144.5% | -64.9% |
| All | -69.3% | +121.6% | -190.9% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling