-69.3%
CPNG vs VIG
+84.0%
-153.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.1% |
| 7D | -1.1% | -1.1% | 0.0% | +0.4% |
| 30D | -7.4% | -2.7% | -4.6% | -3.7% |
| 3M | -12.3% | +2.5% | -14.9% | -15.4% |
| 6M | -19.4% | +9.2% | -28.7% | -28.2% |
| YTD | -35.9% | +9.8% | -45.7% | -43.2% |
| 1Y | -53.4% | +12.4% | -65.8% | -60.0% |
| 3Y | -20.0% | +55.9% | -75.9% | -57.7% |
| 5Y | -49.6% | +63.9% | -113.5% | -75.4% |
| All | -69.3% | +84.0% | -153.3% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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