+769.3%
VST vs CPNG
-49.0%
+818.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.8% |
| 7D | +8.9% | -7.4% | +16.4% | +10.5% |
| 30D | +6.2% | -4.4% | +10.6% | +7.0% |
| 3M | -2.7% | -7.5% | +4.8% | -1.9% |
| 6M | -8.4% | -19.9% | +11.6% | -5.5% |
| YTD | -7.2% | -35.2% | +28.0% | -0.7% |
| 1Y | -20.9% | -46.8% | +25.9% | -12.4% |
| 3Y | +384.0% | -20.2% | +404.1% | +399.2% |
| All | +769.3% | -49.0% | +818.4% | +788.1% |
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 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