-20.0%
CPNG vs VTR
+132.9%
-152.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | -7.4% | +1.1% | -8.5% | -7.5% |
| 3M | -12.3% | +7.9% | -20.2% | -14.5% |
| 6M | -19.4% | +6.2% | -25.6% | -21.2% |
| YTD | -35.9% | +17.7% | -53.6% | -39.2% |
| 1Y | -53.4% | +32.9% | -86.3% | -57.5% |
| 3Y | -20.0% | +129.7% | -149.7% | -36.6% |
| All | -20.0% | +132.9% | -152.9% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 3y: compounded portfolio wealth divided by compounded VTR 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…
3y analysis · Full analysis span regression · 6 months rolling