-34.9%
VST vs CPNG
-45.7%
+10.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +12.0% | -25.8% | -15.3% |
| 7D | -15.7% | +20.8% | -36.6% | -18.4% |
| 30D | -17.0% | +20.1% | -37.0% | -19.5% |
| 3M | -15.9% | +1.6% | -17.5% | -15.9% |
| 6M | -25.0% | -15.8% | -9.1% | -23.3% |
| YTD | -25.1% | -27.7% | +2.6% | -20.2% |
| 1Y | -34.9% | -46.9% | +12.1% | -24.1% |
| All | -34.9% | -45.7% | +10.9% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling