-69.0%
CPNG vs VCIT
+5.3%
-74.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -3.1% |
| 7D | -6.9% | -1.4% | -5.5% | -4.3% |
| 30D | +1.1% | +0.8% | +0.3% | -0.2% |
| 3M | -6.3% | -1.7% | -4.6% | -2.9% |
| 6M | -3.8% | -2.1% | -1.8% | +0.6% |
| YTD | -35.2% | -2.0% | -33.2% | -32.3% |
| 1Y | -47.0% | -1.5% | -45.5% | -45.2% |
| 3Y | -0.2% | +19.0% | -19.2% | -27.7% |
| 5Y | -42.5% | +3.8% | -46.2% | -56.8% |
| All | -69.0% | +5.3% | -74.3% | -77.6% |
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