+25.0%
V vs CPNG
-47.0%
+72.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.7% | 0.0% |
| 7D | -0.4% | -6.9% | +6.5% | +0.3% |
| 30D | +6.3% | +1.1% | +5.2% | +6.2% |
| 3M | +17.2% | -6.3% | +23.5% | +17.5% |
| 6M | +29.2% | -3.8% | +33.1% | +29.2% |
| YTD | +20.8% | -35.2% | +56.0% | +24.6% |
| 1Y | +25.0% | -47.0% | +72.0% | +32.8% |
| All | +25.0% | -47.0% | +72.0% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling