-62.8%
CPNG vs VSXY
+37.7%
-100.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.2% |
| 7D | -7.6% | -10.7% | +3.1% | -6.0% |
| 30D | -8.8% | -24.3% | +15.4% | -4.8% |
| 3M | -7.2% | +1.0% | -8.2% | -8.0% |
| 6M | -21.5% | +57.4% | -78.9% | -29.6% |
| YTD | -37.4% | +39.8% | -77.2% | -43.1% |
| 1Y | -54.3% | +196.5% | -250.8% | -64.5% |
| 3Y | -20.3% | +357.2% | -377.5% | -51.0% |
| 5Y | -51.2% | +18.9% | -70.1% | -58.5% |
| All | -62.8% | +37.7% | -100.4% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling