+139.5%
CNM vs VT
+66.0%
+73.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +1.1% |
| 7D | +6.1% | +0.4% | +5.7% | +5.7% |
| 30D | +18.7% | -2.6% | +21.3% | +22.4% |
| 3M | +2.9% | -3.2% | +6.1% | +7.0% |
| 6M | -2.4% | +0.9% | -3.4% | -3.6% |
| YTD | -7.8% | +11.3% | -19.1% | -19.2% |
| 1Y | -5.9% | +14.0% | -19.9% | -19.8% |
| 3Y | +51.0% | +75.8% | -24.9% | -22.9% |
| 5Y | +65.6% | +57.8% | +7.8% | +3.7% |
| All | +139.5% | +66.0% | +73.5% | +32.1% |
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