-69.9%
CPNG vs NWSA
+22.9%
-92.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.3% | -2.1% |
| 7D | -6.3% | -2.6% | -3.6% | -4.9% |
| 30D | -8.7% | +4.6% | -13.3% | -11.0% |
| 3M | -2.4% | +10.2% | -12.6% | -8.1% |
| 6M | -22.3% | +21.6% | -44.0% | -31.4% |
| YTD | -37.2% | +14.6% | -51.9% | -42.9% |
| 1Y | -53.0% | +0.4% | -53.3% | -53.9% |
| 3Y | -20.0% | +45.0% | -65.0% | -39.5% |
| 5Y | -52.8% | +41.3% | -94.0% | -66.1% |
| All | -69.9% | +22.9% | -92.8% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling