-69.3%
CPNG vs VYM
+90.4%
-159.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.3% |
| 7D | -1.1% | -0.8% | -0.3% | -0.1% |
| 30D | -7.4% | -2.2% | -5.1% | -4.7% |
| 3M | -12.3% | +3.1% | -15.4% | -15.7% |
| 6M | -19.4% | +9.7% | -29.2% | -27.7% |
| YTD | -35.9% | +14.9% | -50.8% | -45.5% |
| 1Y | -53.4% | +17.6% | -71.0% | -61.5% |
| 3Y | -20.0% | +65.3% | -85.3% | -57.9% |
| 5Y | -49.6% | +78.7% | -128.3% | -73.8% |
| All | -69.3% | +90.4% | -159.7% | -82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling