+129.9%
CNM vs VT
+61.8%
+68.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.4% |
| 7D | +3.9% | -2.3% | +6.2% | +6.9% |
| 30D | +12.9% | -5.0% | +17.9% | +19.9% |
| 3M | +1.1% | -4.9% | +5.9% | +7.2% |
| 6M | -9.3% | -1.5% | -7.7% | -7.7% |
| YTD | -11.5% | +8.5% | -20.0% | -20.1% |
| 1Y | -10.0% | +11.4% | -21.4% | -21.2% |
| 3Y | +47.2% | +70.1% | -22.9% | -21.8% |
| 5Y | +69.6% | +53.7% | +15.8% | +9.6% |
| All | +129.9% | +61.8% | +68.1% | +30.7% |
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