-70.0%
CPNG vs NVT
+486.5%
-556.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | +0.4% |
| 7D | -7.6% | +7.0% | -14.6% | -9.6% |
| 30D | -8.8% | -2.3% | -6.5% | -8.7% |
| 3M | -7.2% | -3.1% | -4.1% | -7.9% |
| 6M | -21.5% | +47.0% | -68.6% | -32.8% |
| YTD | -37.4% | +56.2% | -93.6% | -47.7% |
| 1Y | -54.3% | +74.5% | -128.9% | -63.6% |
| 3Y | -20.3% | +184.0% | -204.3% | -52.4% |
| 5Y | -51.2% | +410.8% | -462.0% | -79.4% |
| All | -70.0% | +486.5% | -556.5% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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