+113.9%
CNC vs VT
+215.5%
-101.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.2% |
| 7D | +1.9% | -2.3% | +4.2% | +3.9% |
| 30D | +7.3% | -5.0% | +12.3% | +11.6% |
| 3M | +8.6% | -4.9% | +13.5% | +12.9% |
| 6M | +26.0% | -1.5% | +27.6% | +27.0% |
| YTD | +69.5% | +8.5% | +61.0% | +57.2% |
| 1Y | +88.0% | +11.4% | +76.6% | +70.5% |
| 3Y | -2.9% | +70.1% | -73.0% | -40.4% |
| 5Y | -6.0% | +53.7% | -59.7% | -37.1% |
| All | +113.9% | +215.5% | -101.7% | -44.5% |
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 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