+1,231.5%
VRT vs CPNG
-75.9%
+1,307.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.7% |
| 7D | +9.1% | -7.4% | +16.6% | +11.3% |
| 30D | +0.9% | -4.4% | +5.4% | +1.8% |
| 3M | -13.4% | -7.5% | -5.9% | -12.5% |
| 6M | +11.7% | -19.9% | +31.6% | +16.1% |
| YTD | +73.2% | -35.2% | +108.4% | +90.6% |
| 1Y | +123.4% | -46.8% | +170.2% | +159.0% |
| 3Y | +606.2% | -20.2% | +626.3% | +615.7% |
| 5Y | +899.9% | -48.4% | +948.3% | +907.0% |
| All | +1,231.5% | -75.9% | +1,307.4% | +1,270.2% |
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