-66.8%
CPNG vs VT
+77.9%
-144.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | +0.2% |
| 7D | +7.2% | -0.1% | +7.4% | +7.5% |
| 30D | +3.2% | -3.1% | +6.3% | +8.3% |
| 3M | +0.9% | -3.5% | +4.4% | +6.5% |
| 6M | -3.8% | +0.5% | -4.3% | -4.4% |
| YTD | -30.8% | +10.8% | -41.6% | -41.1% |
| 1Y | -43.5% | +11.9% | -55.4% | -52.7% |
| 3Y | +6.6% | +73.0% | -66.4% | -58.1% |
| 5Y | -45.3% | +58.6% | -103.9% | -75.8% |
| All | -66.8% | +77.9% | -144.8% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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