+924.7%
CNC vs VIG
+617.8%
+306.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -2.9% |
| 7D | -1.0% | -0.4% | -0.6% | -0.6% |
| 30D | -1.8% | -2.1% | +0.3% | +0.3% |
| 3M | -0.7% | +3.3% | -4.0% | -3.9% |
| 6M | +47.9% | +9.3% | +38.7% | +35.4% |
| YTD | +56.9% | +10.1% | +46.8% | +42.4% |
| 1Y | +123.9% | +14.7% | +109.2% | +95.3% |
| 3Y | -1.3% | +56.9% | -58.2% | -38.1% |
| 5Y | +2.8% | +62.9% | -60.2% | -38.6% |
| 10Y | +90.9% | +241.3% | -150.5% | -45.3% |
| All | +924.7% | +617.8% | +306.8% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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