-70.2%
CPNG vs VTV
+93.7%
-163.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.2% |
| 7D | -5.4% | -2.1% | -3.4% | -3.0% |
| 30D | -11.1% | -1.3% | -9.8% | -9.6% |
| 3M | -3.0% | +5.6% | -8.6% | -9.5% |
| 6M | -23.5% | +12.4% | -35.9% | -33.8% |
| YTD | -37.8% | +17.6% | -55.5% | -49.1% |
| 1Y | -54.3% | +23.5% | -77.8% | -64.9% |
| 3Y | -20.8% | +67.0% | -87.8% | -60.1% |
| 5Y | -51.1% | +80.5% | -131.6% | -76.1% |
| All | -70.2% | +93.7% | -163.9% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling