+178.1%
CNC vs VT
+224.4%
-46.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.5% |
| 7D | -7.3% | -0.7% | -6.6% | -6.9% |
| 30D | +5.2% | -1.7% | +6.9% | +6.5% |
| 3M | +8.6% | -2.3% | +10.9% | +10.5% |
| 6M | +25.1% | +1.5% | +23.5% | +22.9% |
| YTD | +71.3% | +12.0% | +59.2% | +54.8% |
| 1Y | +99.3% | +12.9% | +86.5% | +79.1% |
| 3Y | -1.9% | +74.9% | -76.9% | -41.1% |
| 5Y | -6.4% | +59.9% | -66.3% | -39.4% |
| 10Y | +178.1% | +224.6% | -46.5% | -24.6% |
| All | +178.1% | +224.4% | -46.2% | -24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling