+18.8%
NVDL vs CPNG
-52.8%
+71.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -1.0% |
| 7D | -10.3% | -1.1% | -9.2% | -10.0% |
| 30D | -7.1% | -7.4% | +0.2% | -5.4% |
| 3M | +6.6% | -12.3% | +18.9% | +9.4% |
| 6M | +21.1% | -19.4% | +40.5% | +23.9% |
| YTD | +15.2% | -35.9% | +51.1% | +32.3% |
| 1Y | +18.8% | -53.4% | +72.2% | +74.6% |
| All | +18.8% | -52.8% | +71.6% | +74.6% |
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