-66.8%
CPNG vs ROIV
+314.4%
-381.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | +7.2% | +14.3% | -7.1% | +4.6% |
| 30D | +3.2% | +16.2% | -13.0% | +0.3% |
| 3M | +0.9% | +15.1% | -14.3% | -2.5% |
| 6M | -3.8% | +44.2% | -48.1% | -11.1% |
| YTD | -30.8% | +89.8% | -120.6% | -39.5% |
| 1Y | -43.5% | +94.6% | -138.1% | -51.0% |
| 3Y | +6.6% | +367.5% | -360.9% | -22.3% |
| 5Y | -45.3% | +421.4% | -466.7% | -68.6% |
| All | -66.8% | +314.4% | -381.2% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling