-70.0%
CPNG vs VCLT
-9.0%
-61.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | -7.6% | 0.0% | -7.6% | -7.6% |
| 30D | -8.8% | +0.1% | -8.9% | -8.8% |
| 3M | -7.2% | -2.9% | -4.3% | -4.3% |
| 6M | -21.5% | -4.0% | -17.6% | -18.1% |
| YTD | -37.4% | -2.2% | -35.2% | -35.9% |
| 1Y | -54.3% | -2.6% | -51.8% | -53.1% |
| 3Y | -20.3% | +12.3% | -32.6% | -28.9% |
| 5Y | -51.2% | -16.4% | -34.8% | -50.8% |
| All | -70.0% | -9.0% | -61.1% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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