+39.7%
CNM vs VT
+74.5%
-34.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.3% |
| 7D | -5.0% | +2.9% | -7.8% | -8.2% |
| 30D | +9.3% | -2.5% | +11.8% | +12.6% |
| 3M | -3.1% | -3.3% | +0.2% | +0.9% |
| 6M | -6.1% | +1.5% | -7.6% | -8.0% |
| YTD | -14.1% | +11.4% | -25.5% | -25.3% |
| 1Y | -9.1% | +11.9% | -21.1% | -21.4% |
| All | +39.7% | +74.5% | -34.8% | -29.8% |
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