-21.9%
CPNG vs NXT
+89.5%
-111.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.1% |
| 7D | -7.6% | -0.2% | -7.4% | -7.6% |
| 30D | -8.8% | -20.0% | +11.1% | -6.5% |
| 3M | -7.2% | -30.9% | +23.7% | -3.6% |
| 6M | -21.5% | -23.8% | +2.3% | -19.6% |
| YTD | -37.4% | -5.4% | -32.0% | -37.5% |
| 1Y | -54.3% | +28.0% | -82.4% | -56.3% |
| All | -21.9% | +89.5% | -111.4% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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