-46.9%
CPNG vs VMC
+3.7%
-50.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.6% | +7.4% | +10.1% |
| 7D | +20.8% | +12.3% | +8.5% | +15.9% |
| 30D | +20.1% | +21.2% | -1.2% | +12.0% |
| 3M | +1.6% | +4.6% | -3.0% | -0.7% |
| 6M | -15.8% | +3.9% | -19.7% | -18.7% |
| YTD | -27.7% | +5.0% | -32.7% | -33.2% |
| 1Y | -46.9% | +2.6% | -49.6% | -50.2% |
| All | -46.9% | +3.7% | -50.6% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling