+95.9%
VTI vs CPNG
-76.8%
+172.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.4% | -7.6% | +7.2% | +0.8% |
| 30D | -1.6% | -8.8% | +7.2% | -0.3% |
| 3M | +3.6% | -7.2% | +10.8% | +4.2% |
| 6M | +13.0% | -21.5% | +34.6% | +15.9% |
| YTD | +12.7% | -37.4% | +50.1% | +19.2% |
| 1Y | +18.4% | -54.3% | +72.7% | +31.0% |
| 3Y | +76.4% | -20.3% | +96.7% | +76.9% |
| 5Y | +73.7% | -51.2% | +124.9% | +70.5% |
| All | +95.9% | -76.8% | +172.6% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling