-46.8%
CPNG vs VYM
+21.4%
-68.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | -4.4% | -0.5% | -3.9% | -3.8% |
| 3M | -7.5% | +3.0% | -10.5% | -11.2% |
| 6M | -19.9% | +8.2% | -28.2% | -28.1% |
| YTD | -35.2% | +15.8% | -51.0% | -44.7% |
| 1Y | -46.8% | +20.8% | -67.6% | -55.5% |
| All | -46.8% | +21.4% | -68.2% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling