-69.9%
CPNG vs VSAT
+43.7%
-113.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.4% | -3.5% |
| 7D | -6.3% | +17.3% | -23.6% | -8.2% |
| 30D | -8.7% | -3.3% | -5.5% | -8.5% |
| 3M | -2.4% | +18.7% | -21.2% | -5.6% |
| 6M | -22.3% | +77.6% | -99.9% | -29.2% |
| YTD | -37.2% | +125.6% | -162.8% | -44.7% |
| 1Y | -53.0% | +158.3% | -211.3% | -59.6% |
| 3Y | -20.0% | +226.1% | -246.2% | -38.4% |
| 5Y | -52.8% | +54.7% | -107.4% | -60.9% |
| All | -69.9% | +43.7% | -113.6% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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