-51.1%
CPNG vs VFC
-79.4%
+28.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -5.4% | -3.3% | -2.1% | -4.7% |
| 30D | -11.1% | -14.0% | +2.9% | -7.9% |
| 3M | -3.0% | -22.6% | +19.6% | +2.1% |
| 6M | -23.5% | -24.7% | +1.2% | -19.4% |
| YTD | -37.8% | -29.0% | -8.8% | -33.7% |
| 1Y | -54.3% | -13.8% | -40.5% | -54.2% |
| 3Y | -20.8% | -28.2% | +7.5% | -25.5% |
| 5Y | -51.1% | -79.0% | +27.9% | -10.2% |
| All | -51.1% | -79.4% | +28.4% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling