-96.2%
CNET vs VT
+224.5%
-320.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -8.6% | +0.4% | -9.1% | -8.9% |
| 30D | -11.8% | +1.0% | -12.8% | -12.6% |
| 3M | +76.4% | +2.4% | +74.0% | +72.6% |
| 6M | +71.6% | +12.0% | +59.6% | +55.0% |
| YTD | -6.6% | +15.3% | -22.0% | -18.5% |
| 1Y | -19.6% | +22.6% | -42.2% | -33.8% |
| 3Y | -71.1% | +74.7% | -145.8% | -83.3% |
| 5Y | -95.7% | +66.1% | -161.9% | -97.4% |
| All | -96.2% | +224.5% | -320.6% | -98.7% |
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