-70.0%
CPNG vs VTR
+88.5%
-158.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -7.6% | -2.9% | -4.7% | -6.6% |
| 30D | -8.8% | -2.8% | -6.0% | -8.1% |
| 3M | -7.2% | +9.0% | -16.2% | -11.1% |
| 6M | -21.5% | +5.0% | -26.5% | -23.8% |
| YTD | -37.4% | +16.9% | -54.4% | -42.0% |
| 1Y | -54.3% | +34.3% | -88.6% | -60.2% |
| 3Y | -20.3% | +131.6% | -151.9% | -45.8% |
| 5Y | -51.2% | +88.0% | -139.2% | -64.9% |
| All | -70.0% | +88.5% | -158.6% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling