-50.5%
CPNG vs NVS
+92.9%
-143.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -1.1% | -14.3% | +13.2% | +4.3% |
| 30D | -7.4% | -10.0% | +2.6% | -4.2% |
| 3M | -12.3% | -10.9% | -1.5% | -9.3% |
| 6M | -19.4% | -12.0% | -7.5% | -16.3% |
| YTD | -35.9% | +2.5% | -38.4% | -37.8% |
| 1Y | -53.4% | +10.7% | -64.1% | -56.4% |
| 3Y | -20.0% | +53.3% | -73.3% | -38.4% |
| All | -50.5% | +92.9% | -143.4% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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