+153.6%
CNC vs VT
+223.7%
-70.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -3.7% |
| 7D | +3.0% | +0.4% | +2.7% | +2.7% |
| 30D | +4.9% | -2.6% | +7.5% | +6.9% |
| 3M | +4.2% | -3.2% | +7.4% | +6.8% |
| 6M | +22.5% | +0.9% | +21.5% | +20.9% |
| YTD | +66.6% | +11.3% | +55.3% | +51.3% |
| 1Y | +82.5% | +14.0% | +68.5% | +62.4% |
| 3Y | -4.1% | +75.8% | -79.9% | -42.7% |
| 5Y | -8.3% | +57.8% | -66.2% | -40.0% |
| 10Y | +153.6% | +219.8% | -66.2% | -34.5% |
| All | +153.6% | +223.7% | -70.1% | -34.5% |
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