-69.0%
CPNG vs VSH
+43.4%
-112.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.9% | -2.6% |
| 7D | -7.4% | +4.1% | -11.5% | -8.4% |
| 30D | -4.4% | -4.2% | -0.3% | -3.9% |
| 3M | -7.5% | -50.0% | +42.5% | +8.4% |
| 6M | -19.9% | +80.2% | -100.1% | -38.0% |
| YTD | -35.2% | +121.1% | -156.3% | -53.6% |
| 1Y | -46.8% | +112.0% | -158.8% | -61.7% |
| 3Y | -20.2% | +22.5% | -42.7% | -30.1% |
| 5Y | -48.4% | +64.0% | -112.5% | -64.4% |
| All | -69.0% | +43.4% | -112.4% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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