-46.0%
CPNG vs VO
+36.2%
-82.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -6.8% | +3.1% | -9.9% | -10.8% |
| 30D | +5.5% | +2.2% | +3.3% | +2.3% |
| 3M | -6.8% | -2.5% | -4.3% | -3.3% |
| 6M | -4.8% | +7.0% | -11.8% | -13.3% |
| YTD | -35.6% | +14.0% | -49.6% | -46.5% |
| 1Y | -46.8% | +15.6% | -62.4% | -56.7% |
| 3Y | -0.8% | +66.2% | -67.0% | -55.9% |
| All | -46.0% | +36.2% | -82.2% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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