+74.1%
VEA vs CPNG
-76.8%
+150.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | +0.3% | -7.6% | +7.9% | +1.3% |
| 30D | +0.4% | -8.8% | +9.3% | +1.6% |
| 3M | +4.8% | -7.2% | +12.0% | +5.4% |
| 6M | +11.3% | -21.5% | +32.8% | +13.9% |
| YTD | +17.4% | -37.4% | +54.8% | +23.5% |
| 1Y | +26.2% | -54.3% | +80.5% | +38.2% |
| 3Y | +77.7% | -20.3% | +98.0% | +78.3% |
| 5Y | +60.9% | -51.2% | +112.1% | +59.3% |
| All | +74.1% | -76.8% | +150.9% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling