-70.2%
CPNG vs VICR
+84.9%
-155.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.1% |
| 7D | -5.4% | -0.4% | -5.0% | -5.4% |
| 30D | -11.1% | -15.6% | +4.5% | -9.4% |
| 3M | -3.0% | -35.4% | +32.4% | +1.6% |
| 6M | -23.5% | +1.3% | -24.8% | -28.0% |
| YTD | -37.8% | +62.5% | -100.3% | -47.0% |
| 1Y | -54.3% | +255.5% | -309.8% | -67.1% |
| 3Y | -20.8% | +182.0% | -202.8% | -44.6% |
| 5Y | -51.1% | +42.9% | -94.0% | -65.3% |
| All | -70.2% | +84.9% | -155.1% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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