+608.4%
VST vs CPNG
-43.2%
+651.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | +6.6% | -6.8% | +13.3% | +7.9% |
| 30D | -12.4% | +5.5% | -17.9% | -13.8% |
| 3M | -9.0% | -6.8% | -2.2% | -8.4% |
| 6M | -6.4% | -4.8% | -1.6% | -6.8% |
| YTD | -17.2% | -35.6% | +18.4% | -11.8% |
| 1Y | -22.0% | -46.8% | +24.7% | -14.0% |
| 3Y | +296.7% | -0.8% | +297.5% | +297.3% |
| All | +608.4% | -43.2% | +651.5% | +612.2% |
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 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