+1,024.4%
VRT vs CPNG
-53.2%
+1,077.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.8% | +4.6% |
| 7D | +13.6% | -6.3% | +19.9% | +15.6% |
| 30D | +6.8% | -8.7% | +15.5% | +9.2% |
| 3M | -3.2% | -2.4% | -0.8% | -3.9% |
| 6M | +20.3% | -22.3% | +42.7% | +26.5% |
| YTD | +79.6% | -37.2% | +116.8% | +100.8% |
| 1Y | +139.0% | -53.0% | +192.0% | +192.1% |
| 3Y | +644.6% | -20.0% | +664.6% | +651.6% |
| 5Y | +1,024.4% | -52.8% | +1,077.1% | +1,052.8% |
| All | +1,024.4% | -53.2% | +1,077.5% | +1,052.8% |
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 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