+96.3%
VTI vs CPNG
-76.2%
+172.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.4% |
| 7D | -0.9% | -1.1% | +0.2% | -0.8% |
| 30D | -1.4% | -7.4% | +5.9% | -0.4% |
| 3M | +3.6% | -12.3% | +15.9% | +5.2% |
| 6M | +13.6% | -19.4% | +33.1% | +16.1% |
| YTD | +12.9% | -35.9% | +48.8% | +19.0% |
| 1Y | +17.2% | -53.4% | +70.6% | +29.4% |
| 3Y | +75.7% | -20.0% | +95.7% | +76.0% |
| 5Y | +75.4% | -49.6% | +125.0% | +71.6% |
| All | +96.3% | -76.2% | +172.4% | +92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling