-84.9%
CNBS vs VT
+143.3%
-228.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.1% |
| 7D | +4.0% | +1.0% | +3.0% | +2.8% |
| 30D | +15.4% | -0.2% | +15.6% | +15.7% |
| 3M | -10.4% | +4.5% | -14.9% | -14.7% |
| 6M | +21.0% | +14.1% | +7.0% | +5.8% |
| YTD | +4.2% | +14.8% | -10.5% | -9.5% |
| 1Y | +1.7% | +21.2% | -19.5% | -16.8% |
| 3Y | -32.3% | +76.6% | -108.8% | -63.0% |
| 5Y | -82.2% | +66.6% | -148.8% | -89.6% |
| All | -84.9% | +143.3% | -228.3% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling