-61.9%
CPNG vs VSXY
+37.5%
-99.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.6% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -7.4% | -18.7% | +11.3% | -4.3% |
| 3M | -12.3% | -4.0% | -8.4% | -12.4% |
| 6M | -19.4% | +67.5% | -86.9% | -28.6% |
| YTD | -35.9% | +39.7% | -75.6% | -41.7% |
| 1Y | -53.4% | +180.0% | -233.4% | -63.3% |
| 3Y | -20.0% | +337.3% | -357.3% | -50.1% |
| 5Y | -49.6% | +22.7% | -72.2% | -57.2% |
| All | -61.9% | +37.5% | -99.4% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling