-70.0%
CPNG vs NVS
+95.8%
-165.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -7.6% | -15.4% | +7.8% | -2.3% |
| 30D | -8.8% | -12.3% | +3.5% | -4.9% |
| 3M | -7.2% | -7.8% | +0.6% | -5.3% |
| 6M | -21.5% | -13.0% | -8.6% | -18.3% |
| YTD | -37.4% | +2.8% | -40.2% | -39.1% |
| 1Y | -54.3% | +10.6% | -65.0% | -57.1% |
| 3Y | -20.3% | +55.1% | -75.4% | -37.6% |
| 5Y | -51.2% | +91.7% | -142.9% | -67.9% |
| All | -70.0% | +95.8% | -165.8% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling