-40.8%
CNBS vs VT
+74.2%
-115.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -2.2% |
| 7D | -4.6% | -1.1% | -3.5% | -3.4% |
| 30D | +3.4% | -1.0% | +4.4% | +4.5% |
| 3M | -9.5% | +3.2% | -12.7% | -12.6% |
| 6M | +17.9% | +12.5% | +5.5% | +4.1% |
| YTD | -2.0% | +14.1% | -16.1% | -14.7% |
| 1Y | +2.3% | +18.9% | -16.6% | -14.9% |
| 3Y | -40.8% | +74.1% | -114.8% | -70.1% |
| All | -40.8% | +74.2% | -115.0% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling