-69.9%
CPNG vs VCIT
+6.7%
-76.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.1% | -3.0% |
| 7D | -6.3% | +0.1% | -6.4% | -6.4% |
| 30D | -8.7% | -0.8% | -8.0% | -7.4% |
| 3M | -2.4% | -0.5% | -1.9% | -1.2% |
| 6M | -22.3% | -1.4% | -21.0% | -20.0% |
| YTD | -37.2% | -0.8% | -36.4% | -36.1% |
| 1Y | -53.0% | +0.3% | -53.3% | -53.1% |
| 3Y | -20.0% | +19.2% | -39.3% | -42.3% |
| 5Y | -52.8% | +3.6% | -56.3% | -65.7% |
| All | -69.9% | +6.7% | -76.6% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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