+361.0%
VRT vs CPNG
+6.5%
+354.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -17.7% | +7.2% | -24.9% | -19.3% |
| 30D | -20.0% | +3.2% | -23.2% | -20.8% |
| 3M | -28.1% | +0.9% | -28.9% | -28.7% |
| 6M | -42.8% | -3.8% | -39.0% | -43.2% |
| YTD | +20.0% | -30.8% | +50.7% | +30.6% |
| 1Y | +3.5% | -43.5% | +47.0% | +21.3% |
| All | +361.0% | +6.5% | +354.6% | +348.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling