+69.1%
V vs CPNG
-76.9%
+146.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -3.0% | -5.4% | +2.4% | -2.4% |
| 30D | +1.2% | -11.1% | +12.3% | +2.7% |
| 3M | +13.9% | -3.0% | +16.9% | +13.9% |
| 6M | +17.2% | -23.5% | +40.8% | +20.4% |
| YTD | +5.3% | -37.8% | +43.1% | +10.8% |
| 1Y | +9.5% | -54.3% | +63.8% | +19.9% |
| 3Y | +51.9% | -20.8% | +72.7% | +51.5% |
| 5Y | +69.6% | -51.1% | +120.6% | +66.7% |
| All | +69.1% | -76.9% | +146.0% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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