-69.0%
CPNG vs VO
+61.6%
-130.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.1% |
| 7D | -7.4% | -0.3% | -7.2% | -7.1% |
| 30D | -4.4% | -0.3% | -4.1% | -4.1% |
| 3M | -7.5% | +2.9% | -10.4% | -11.1% |
| 6M | -19.9% | +9.3% | -29.3% | -29.2% |
| YTD | -35.2% | +14.2% | -49.4% | -45.9% |
| 1Y | -46.8% | +15.3% | -62.0% | -56.3% |
| 3Y | -20.2% | +56.2% | -76.4% | -59.1% |
| 5Y | -48.4% | +42.4% | -90.9% | -70.6% |
| All | -69.0% | +61.6% | -130.5% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling