-69.3%
CPNG vs VFC
-80.2%
+10.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.3% | +2.1% |
| 7D | -1.1% | -1.4% | +0.3% | -0.8% |
| 30D | -7.4% | -9.0% | +1.6% | -5.3% |
| 3M | -12.3% | -24.2% | +11.8% | -7.5% |
| 6M | -19.4% | -18.5% | -0.9% | -16.8% |
| YTD | -35.9% | -25.9% | -10.0% | -32.5% |
| 1Y | -53.4% | -13.0% | -40.4% | -53.4% |
| 3Y | -20.0% | -20.3% | +0.3% | -27.3% |
| 5Y | -49.6% | -78.1% | +28.5% | -23.5% |
| All | -69.3% | -80.2% | +10.9% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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