+59.9%
VEA vs CPNG
-49.8%
+109.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.6% |
| 7D | -1.5% | -1.1% | -0.3% | -1.3% |
| 30D | -0.8% | -7.4% | +6.5% | +0.2% |
| 3M | +2.5% | -12.3% | +14.8% | +4.1% |
| 6M | +11.1% | -19.4% | +30.6% | +13.6% |
| YTD | +17.2% | -35.9% | +53.1% | +23.4% |
| 1Y | +24.5% | -53.4% | +77.9% | +37.2% |
| 3Y | +75.4% | -20.0% | +95.4% | +75.6% |
| All | +59.9% | -49.8% | +109.6% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling