-70.2%
CPNG vs VYM
+89.1%
-159.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | 0.0% |
| 7D | -5.4% | -1.9% | -3.6% | -3.2% |
| 30D | -11.1% | -2.6% | -8.5% | -8.2% |
| 3M | -3.0% | +3.6% | -6.6% | -7.1% |
| 6M | -23.5% | +8.7% | -32.2% | -30.6% |
| YTD | -37.8% | +14.1% | -51.9% | -46.7% |
| 1Y | -54.3% | +17.8% | -72.1% | -62.4% |
| 3Y | -20.8% | +64.5% | -85.3% | -58.1% |
| 5Y | -51.1% | +77.5% | -128.6% | -74.3% |
| All | -70.2% | +89.1% | -159.3% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling