-70.0%
CPNG vs VFC
-80.8%
+10.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.2% |
| 7D | -7.6% | -2.3% | -5.2% | -7.1% |
| 30D | -8.8% | -13.4% | +4.5% | -5.8% |
| 3M | -7.2% | -23.7% | +16.5% | -2.1% |
| 6M | -21.5% | -24.5% | +2.9% | -17.5% |
| YTD | -37.4% | -27.8% | -9.6% | -33.7% |
| 1Y | -54.3% | -13.5% | -40.9% | -54.3% |
| 3Y | -20.3% | -27.1% | +6.8% | -25.1% |
| 5Y | -51.2% | -79.0% | +27.8% | -25.5% |
| All | -70.0% | -80.8% | +10.7% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling