-22.4%
CPNG vs NVTS
+32.4%
-54.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.4% |
| 7D | -5.4% | +0.5% | -5.9% | -5.5% |
| 30D | -11.1% | -18.0% | +6.9% | -10.4% |
| 3M | -3.0% | -45.6% | +42.6% | -1.1% |
| 6M | -23.5% | +28.5% | -52.0% | -25.4% |
| YTD | -37.8% | +56.2% | -94.0% | -40.0% |
| 1Y | -54.3% | +97.7% | -152.0% | -56.5% |
| All | -22.4% | +32.4% | -54.8% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 3y: compounded portfolio wealth divided by compounded NVTS 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…
3y analysis · Full analysis span regression · 6 months rolling