+746.1%
CNC vs VWO
+320.5%
+425.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | -0.9% | -1.8% | +0.8% | -0.1% |
| 30D | -1.0% | -0.1% | -0.9% | -1.0% |
| 3M | +4.5% | +2.2% | +2.3% | +3.2% |
| 6M | +85.2% | +8.8% | +76.5% | +76.8% |
| YTD | +61.4% | +12.4% | +49.0% | +51.3% |
| 1Y | +94.9% | +15.6% | +79.3% | +80.2% |
| 3Y | 0.0% | +62.5% | -62.5% | -22.3% |
| 5Y | +11.2% | +34.3% | -23.1% | -6.6% |
| 10Y | +98.7% | +114.8% | -16.1% | +32.2% |
| All | +746.1% | +320.5% | +425.6% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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