+304.5%
CNL vs VT
+69.7%
+234.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.1% | +7.1% |
| 7D | +27.5% | -2.3% | +29.8% | +30.8% |
| 30D | +14.7% | -5.0% | +19.7% | +22.3% |
| 3M | +0.1% | -4.9% | +5.0% | +7.0% |
| 6M | -25.8% | -1.5% | -24.3% | -22.8% |
| YTD | -8.2% | +8.5% | -16.7% | -11.6% |
| 1Y | +28.4% | +11.4% | +17.0% | +21.8% |
| 3Y | +304.5% | +70.1% | +234.5% | +238.3% |
| All | +304.5% | +69.7% | +234.8% | +238.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling