-69.3%
CPNG vs VTEB
+2.8%
-72.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.2% |
| 7D | -1.1% | -0.9% | -0.2% | +1.1% |
| 30D | -7.4% | -2.5% | -4.8% | -1.5% |
| 3M | -12.3% | -3.0% | -9.4% | -5.8% |
| 6M | -19.4% | -2.1% | -17.3% | -14.9% |
| YTD | -35.9% | -1.5% | -34.4% | -33.3% |
| 1Y | -53.4% | +0.2% | -53.6% | -53.3% |
| 3Y | -20.0% | +8.6% | -28.6% | -35.4% |
| 5Y | -49.6% | +1.2% | -50.8% | -57.2% |
| All | -69.3% | +2.8% | -72.1% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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