-70.2%
CPNG vs VWO
+32.2%
-102.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +1.4% |
| 7D | -5.4% | -1.7% | -3.7% | -3.3% |
| 30D | -11.1% | -0.3% | -10.8% | -10.8% |
| 3M | -3.0% | +4.0% | -6.9% | -8.3% |
| 6M | -23.5% | +8.1% | -31.6% | -31.8% |
| YTD | -37.8% | +11.6% | -49.4% | -47.2% |
| 1Y | -54.3% | +16.2% | -70.6% | -63.5% |
| 3Y | -20.8% | +63.3% | -84.1% | -63.1% |
| 5Y | -51.1% | +33.4% | -84.4% | -69.3% |
| All | -70.2% | +32.2% | -102.4% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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