+40.5%
NOW vs CPNG
-75.9%
+116.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.6% |
| 7D | -2.4% | -7.4% | +5.1% | -0.3% |
| 30D | +20.5% | -4.4% | +24.9% | +21.9% |
| 3M | +18.3% | -7.5% | +25.8% | +19.5% |
| 6M | +24.1% | -19.9% | +44.0% | +29.9% |
| YTD | -7.8% | -35.2% | +27.4% | +2.5% |
| 1Y | -21.4% | -46.8% | +25.4% | -7.5% |
| 3Y | +19.5% | -20.2% | +39.7% | +21.1% |
| 5Y | +4.1% | -48.4% | +52.5% | +4.8% |
| All | +40.5% | -75.9% | +116.4% | +51.1% |
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 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