+37.1%
NVO vs CPNG
-76.2%
+113.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.5% |
| 7D | -7.6% | -1.1% | -6.5% | -7.5% |
| 30D | -6.0% | -7.4% | +1.4% | -5.2% |
| 3M | -0.8% | -12.3% | +11.6% | +0.4% |
| 6M | +16.5% | -19.4% | +35.9% | +18.3% |
| YTD | -11.1% | -35.9% | +24.8% | -7.7% |
| 1Y | -16.7% | -53.4% | +36.7% | -10.8% |
| 3Y | -52.9% | -20.0% | -32.9% | -52.3% |
| 5Y | -3.0% | -49.6% | +46.6% | -3.4% |
| All | +37.1% | -76.2% | +113.3% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling