-70.2%
CPNG vs NVMI
+341.3%
-411.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | -5.4% | +3.8% | -9.2% | -6.6% |
| 30D | -11.1% | -7.6% | -3.5% | -9.2% |
| 3M | -3.0% | -28.0% | +25.0% | +5.1% |
| 6M | -23.5% | -15.3% | -8.2% | -22.9% |
| YTD | -37.8% | +11.5% | -49.3% | -44.2% |
| 1Y | -54.3% | +31.6% | -85.9% | -62.1% |
| 3Y | -20.8% | +207.0% | -227.8% | -61.5% |
| 5Y | -51.1% | +262.8% | -313.9% | -79.2% |
| All | -70.2% | +341.3% | -411.5% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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