-53.4%
CPNG vs NWSA
+3.0%
-56.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | -1.1% | -2.8% | +1.7% | -0.8% |
| 30D | -7.4% | +3.0% | -10.4% | -7.6% |
| 3M | -12.3% | +12.3% | -24.7% | -14.0% |
| 6M | -19.4% | +21.9% | -41.3% | -22.8% |
| YTD | -35.9% | +13.6% | -49.5% | -37.8% |
| 1Y | -53.4% | +0.5% | -53.9% | -53.8% |
| All | -53.4% | +3.0% | -56.4% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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