-69.3%
CPNG vs VMC
+52.3%
-121.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.6% |
| 7D | -1.1% | -3.8% | +2.7% | +0.9% |
| 30D | -7.4% | -9.7% | +2.3% | -2.3% |
| 3M | -12.3% | -9.6% | -2.7% | -8.5% |
| 6M | -19.4% | -4.8% | -14.6% | -18.5% |
| YTD | -35.9% | -10.9% | -25.0% | -33.4% |
| 1Y | -53.4% | -15.6% | -37.8% | -50.2% |
| 3Y | -20.0% | +19.3% | -39.3% | -34.3% |
| 5Y | -49.6% | +48.0% | -97.6% | -64.7% |
| All | -69.3% | +52.3% | -121.6% | -78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling