+121.6%
CNM vs VT
+72.0%
+49.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.0% | +0.4% | +2.6% | +2.5% |
| 30D | -4.7% | +1.0% | -5.7% | -5.8% |
| 3M | -15.4% | +2.4% | -17.8% | -17.8% |
| 6M | -18.3% | +12.0% | -30.3% | -28.8% |
| YTD | -14.7% | +15.3% | -30.1% | -28.3% |
| 1Y | -32.7% | +22.6% | -55.3% | -47.4% |
| 3Y | +34.5% | +74.7% | -40.2% | -30.7% |
| 5Y | +59.5% | +66.1% | -6.6% | -3.3% |
| All | +121.6% | +72.0% | +49.6% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling