-50.5%
CPNG vs VTV
+80.6%
-131.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.3% | +2.1% |
| 7D | -1.1% | -1.1% | 0.0% | +0.4% |
| 30D | -7.4% | -1.0% | -6.3% | -6.0% |
| 3M | -12.3% | +4.6% | -17.0% | -17.8% |
| 6M | -19.4% | +13.5% | -33.0% | -32.0% |
| YTD | -35.9% | +18.5% | -54.4% | -49.0% |
| 1Y | -53.4% | +22.9% | -76.3% | -64.8% |
| 3Y | -20.0% | +67.8% | -87.8% | -63.1% |
| All | -50.5% | +80.6% | -131.1% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 5y: compounded portfolio wealth divided by compounded VTV 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…
5y analysis · Full analysis span regression · 6 months rolling