-22.4%
CPNG vs NWSA
+43.0%
-65.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -5.4% | -4.8% | -0.7% | -3.8% |
| 30D | -11.1% | +3.0% | -14.1% | -12.0% |
| 3M | -3.0% | +9.3% | -12.3% | -6.6% |
| 6M | -23.5% | +23.2% | -46.7% | -30.4% |
| YTD | -37.8% | +13.3% | -51.1% | -41.4% |
| 1Y | -54.3% | +2.9% | -57.2% | -55.1% |
| All | -22.4% | +43.0% | -65.4% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling