-28.5%
VST vs CPNG
-44.3%
+15.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +7.2% |
| 7D | -0.5% | +11.7% | -12.2% | -2.4% |
| 30D | -17.1% | +3.8% | -20.9% | -17.4% |
| 3M | -4.6% | +1.2% | -5.8% | -4.7% |
| 6M | -9.1% | -3.3% | -5.8% | -9.6% |
| YTD | -16.6% | -30.4% | +13.8% | -9.5% |
| All | -28.5% | -44.3% | +15.8% | -14.0% |
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