-45.7%
CPNG vs VRSK
-2.2%
-43.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.9% | -10.6% | -4.4% |
| 7D | +12.7% | +10.9% | +1.8% | +11.2% |
| 30D | +13.9% | +28.0% | -14.1% | +10.0% |
| 3M | +2.6% | +12.3% | -9.7% | +0.5% |
| 6M | -20.9% | +17.8% | -38.7% | -23.3% |
| YTD | -30.4% | -4.7% | -25.7% | -30.5% |
| 1Y | -45.7% | -0.2% | -45.5% | -45.7% |
| All | -45.7% | -2.2% | -43.5% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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