-70.0%
CPNG vs VEU
+64.7%
-134.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | +0.8% |
| 7D | -7.6% | +0.3% | -7.9% | -8.0% |
| 30D | -8.8% | +0.7% | -9.5% | -9.7% |
| 3M | -7.2% | +4.7% | -11.9% | -13.4% |
| 6M | -21.5% | +11.6% | -33.2% | -34.1% |
| YTD | -37.4% | +16.8% | -54.2% | -51.3% |
| 1Y | -54.3% | +24.9% | -79.2% | -68.1% |
| 3Y | -20.3% | +75.7% | -96.0% | -69.2% |
| 5Y | -51.2% | +56.1% | -107.3% | -77.7% |
| All | -70.0% | +64.7% | -134.7% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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