-12.4%
CPNG vs VLTO
+26.2%
-38.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.8% |
| 7D | -6.3% | -1.6% | -4.7% | -5.7% |
| 30D | -8.7% | -2.9% | -5.9% | -7.7% |
| 3M | -2.4% | +12.7% | -15.1% | -7.5% |
| 6M | -22.3% | +1.6% | -23.9% | -23.1% |
| YTD | -37.2% | -4.0% | -33.2% | -36.5% |
| 1Y | -53.0% | -10.2% | -42.8% | -51.2% |
| All | -12.4% | +26.2% | -38.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 5y: compounded portfolio wealth divided by compounded VLTO 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…
5y analysis · Full analysis span regression · 6 months rolling