-70.1%
CGNT vs VT
+79.2%
-149.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.6% | +3.9% | +3.2% |
| 7D | -5.1% | +0.4% | -5.4% | -5.3% |
| 30D | -2.2% | -2.6% | +0.4% | +1.5% |
| 3M | -6.3% | -3.2% | -3.1% | -2.0% |
| 6M | -22.4% | +0.9% | -23.4% | -23.4% |
| YTD | -8.3% | +11.3% | -19.6% | -20.4% |
| 1Y | +2.3% | +14.0% | -11.7% | -14.2% |
| 3Y | +108.2% | +75.8% | +32.4% | -2.1% |
| 5Y | -60.2% | +57.8% | -118.0% | -78.5% |
| All | -70.1% | +79.2% | -149.3% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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