-70.2%
CPNG vs VRSK
+4.2%
-74.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -5.4% | -7.7% | +2.3% | -2.3% |
| 30D | -11.1% | -2.8% | -8.3% | -10.2% |
| 3M | -3.0% | -3.7% | +0.7% | -2.9% |
| 6M | -23.5% | -12.8% | -10.7% | -20.1% |
| YTD | -37.8% | -21.0% | -16.8% | -32.1% |
| 1Y | -54.3% | -32.5% | -21.9% | -46.2% |
| 3Y | -20.8% | -26.5% | +5.7% | -14.0% |
| 5Y | -51.1% | -11.5% | -39.6% | -56.2% |
| All | -70.2% | +4.2% | -74.4% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling