-7.1%
CPNG vs NXT
+168.4%
-175.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -5.4% | -2.6% | -2.8% | -5.1% |
| 30D | -11.1% | -22.4% | +11.3% | -8.4% |
| 3M | -3.0% | -27.3% | +24.4% | +0.3% |
| 6M | -23.5% | -28.5% | +5.0% | -21.1% |
| YTD | -37.8% | -6.6% | -31.2% | -37.9% |
| 1Y | -54.3% | +20.4% | -74.7% | -56.0% |
| 3Y | -20.8% | +90.9% | -111.7% | -31.2% |
| All | -7.1% | +168.4% | -175.5% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling