+248.0%
NET vs CPNG
-73.1%
+321.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.0% | -14.5% | -8.4% |
| 7D | -16.4% | +20.8% | -37.2% | -24.4% |
| 30D | -25.8% | +20.1% | -45.9% | -32.9% |
| 3M | -11.5% | +1.6% | -13.1% | -13.6% |
| 6M | +18.9% | -15.8% | +34.8% | +24.6% |
| YTD | +35.2% | -27.7% | +62.9% | +50.6% |
| 1Y | +14.5% | -46.9% | +61.4% | +50.1% |
| 3Y | +313.8% | +2.0% | +311.8% | +250.6% |
| 5Y | +32.6% | -44.0% | +76.6% | +33.8% |
| All | +248.0% | -73.1% | +321.1% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling