-18.9%
CPNG vs NVD
-99.1%
+80.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | -1.1% | +10.8% | -11.9% | -0.1% |
| 30D | -7.4% | +0.8% | -8.1% | -7.0% |
| 3M | -12.3% | -20.8% | +8.5% | -13.9% |
| 6M | -19.4% | -41.2% | +21.7% | -22.5% |
| YTD | -35.9% | -44.2% | +8.3% | -38.3% |
| 1Y | -53.4% | -54.2% | +0.8% | -55.6% |
| 3Y | -20.0% | -99.1% | +79.1% | -45.3% |
| All | -18.9% | -99.1% | +80.2% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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