-70.2%
CPNG vs VGT
+178.6%
-248.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.3% |
| 7D | -5.4% | -1.0% | -4.4% | -4.6% |
| 30D | -11.1% | -0.4% | -10.6% | -11.1% |
| 3M | -3.0% | +6.6% | -9.6% | -9.5% |
| 6M | -23.5% | +31.0% | -54.6% | -41.2% |
| YTD | -37.8% | +27.2% | -65.1% | -50.9% |
| 1Y | -54.3% | +34.5% | -88.8% | -65.8% |
| 3Y | -20.8% | +123.1% | -143.9% | -67.1% |
| 5Y | -51.1% | +135.1% | -186.2% | -81.7% |
| All | -70.2% | +178.6% | -248.9% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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