-20.1%
NVDL vs CPNG
-45.7%
+25.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +12.0% | -18.0% | -8.5% |
| 7D | -14.0% | +20.8% | -34.9% | -17.8% |
| 30D | -31.2% | +20.1% | -51.3% | -34.2% |
| 3M | -15.5% | +1.6% | -17.1% | -15.9% |
| 6M | -10.3% | -15.8% | +5.6% | -7.1% |
| YTD | -5.8% | -27.7% | +21.9% | +2.5% |
| 1Y | -20.1% | -46.9% | +26.8% | +3.2% |
| All | -20.1% | -45.7% | +25.7% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling