+45.9%
CNAV vs VT
+34.7%
+11.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | -2.6% |
| 7D | -3.5% | +0.4% | -3.9% | -4.2% |
| 30D | -16.4% | -2.6% | -13.8% | -13.0% |
| 3M | -6.5% | -3.2% | -3.3% | -1.7% |
| 6M | -10.1% | +0.9% | -11.0% | -10.3% |
| YTD | +17.5% | +11.3% | +6.2% | +2.9% |
| 1Y | +18.6% | +14.0% | +4.6% | +0.6% |
| All | +45.9% | +34.7% | +11.2% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling