-47.6%
CPNG vs NVTS
-16.8%
-30.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.2% | +2.7% |
| 7D | -1.1% | -1.4% | +0.3% | -1.0% |
| 30D | -7.4% | -16.5% | +9.2% | -6.0% |
| 3M | -12.3% | -47.6% | +35.3% | -8.1% |
| 6M | -19.4% | +7.3% | -26.7% | -23.0% |
| YTD | -35.9% | +62.9% | -98.8% | -42.0% |
| 1Y | -53.4% | +91.3% | -144.7% | -59.3% |
| 3Y | -20.0% | +43.4% | -63.4% | -30.5% |
| All | -47.6% | -16.8% | -30.7% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling