+264.1%
NET vs CPNG
-75.9%
+340.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.3% |
| 7D | -7.0% | -7.4% | +0.5% | -3.4% |
| 30D | -4.8% | -4.4% | -0.4% | -3.2% |
| 3M | +3.8% | -7.5% | +11.3% | +5.7% |
| 6M | +50.0% | -19.9% | +70.0% | +61.0% |
| YTD | +41.5% | -35.2% | +76.7% | +68.1% |
| 1Y | +32.8% | -46.8% | +79.6% | +74.2% |
| 3Y | +335.9% | -20.2% | +356.0% | +327.6% |
| 5Y | +113.8% | -48.4% | +162.3% | +127.4% |
| All | +264.1% | -75.9% | +340.0% | +338.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling