-5.1%
CNC vs VO
+36.2%
-41.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.2% | +3.1% | -0.9% | +0.6% |
| 30D | +1.6% | +2.2% | -0.6% | +0.5% |
| 3M | +7.9% | -2.5% | +10.4% | +9.2% |
| 6M | +21.2% | +7.0% | +14.2% | +17.2% |
| YTD | +73.2% | +14.0% | +59.2% | +62.3% |
| 1Y | +97.5% | +15.6% | +81.8% | +83.8% |
| 3Y | -1.2% | +66.2% | -67.4% | -24.2% |
| All | -5.1% | +36.2% | -41.3% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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