-20.0%
CPNG vs VRSK
-26.5%
+6.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | -1.1% | -5.2% | +4.0% | -0.1% |
| 30D | -7.4% | -2.3% | -5.0% | -7.0% |
| 3M | -12.3% | -2.9% | -9.4% | -12.7% |
| 6M | -19.4% | -12.8% | -6.6% | -17.7% |
| YTD | -35.9% | -20.8% | -15.1% | -33.0% |
| 1Y | -53.4% | -33.2% | -20.2% | -49.1% |
| 3Y | -20.0% | -26.6% | +6.6% | -15.1% |
| All | -20.0% | -26.5% | +6.5% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling