-25.8%
CNL vs VT
-0.9%
-24.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.1% | +6.8% |
| 7D | +27.5% | -2.3% | +29.8% | +32.6% |
| 30D | +14.7% | -5.0% | +19.7% | +30.1% |
| 3M | +0.1% | -4.9% | +5.0% | +13.9% |
| 6M | -25.8% | -1.5% | -24.3% | -22.0% |
| All | -25.8% | -0.9% | -24.9% | -22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling