-34.4%
CPNG vs VG
-38.0%
+3.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.3% | -3.3% |
| 7D | -6.3% | -2.5% | -3.8% | -6.1% |
| 30D | -8.7% | +11.1% | -19.8% | -9.4% |
| 3M | -2.4% | +14.9% | -17.3% | -3.7% |
| 6M | -22.3% | +18.4% | -40.7% | -24.7% |
| YTD | -37.2% | +116.6% | -153.8% | -43.9% |
| 1Y | -53.0% | +9.4% | -62.3% | -54.6% |
| All | -34.4% | -38.0% | +3.7% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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