-27.2%
CPNG vs VG
-50.2%
+23.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.7% |
| 7D | +11.7% | -8.3% | +20.0% | +12.0% |
| 30D | +3.8% | -10.3% | +14.1% | +4.1% |
| 3M | +1.2% | -10.8% | +11.9% | +1.3% |
| 6M | -3.3% | +3.5% | -6.8% | -5.1% |
| YTD | -30.4% | +74.0% | -104.3% | -37.3% |
| 1Y | -43.1% | +48.9% | -92.0% | -48.0% |
| All | -27.2% | -50.2% | +23.0% | -31.3% |
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