+859.3%
VRT vs CPNG
-76.1%
+935.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -3.0% | -3.4% |
| 7D | +10.5% | -6.8% | +17.3% | +12.5% |
| 30D | -9.3% | +5.5% | -14.8% | -11.2% |
| 3M | -29.6% | -6.8% | -22.8% | -29.0% |
| 6M | -45.4% | -4.8% | -40.5% | -45.7% |
| YTD | +24.8% | -35.6% | +60.4% | +36.5% |
| 1Y | +23.6% | -46.8% | +70.4% | +42.7% |
| 3Y | +379.7% | -0.8% | +380.5% | +356.0% |
| 5Y | +660.3% | -42.9% | +703.2% | +652.4% |
| All | +859.3% | -76.1% | +935.4% | +881.5% |
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