+112.5%
NET vs CPNG
-49.0%
+161.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.2% |
| 7D | -7.0% | -7.4% | +0.5% | -3.2% |
| 30D | -4.8% | -4.4% | -0.4% | -3.1% |
| 3M | +3.8% | -7.5% | +11.3% | +5.7% |
| 6M | +50.0% | -19.9% | +70.0% | +61.4% |
| YTD | +41.5% | -35.2% | +76.7% | +69.5% |
| 1Y | +32.8% | -46.8% | +79.6% | +76.7% |
| 3Y | +335.9% | -20.2% | +356.0% | +323.1% |
| All | +112.5% | -49.0% | +161.5% | +135.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling