-44.5%
CNNE vs VT
+59.7%
-104.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +1.4% |
| 7D | +8.4% | -0.3% | +8.7% | +8.8% |
| 30D | +17.2% | -1.4% | +18.6% | +19.1% |
| 3M | +22.7% | -1.4% | +24.1% | +24.7% |
| 6M | +38.4% | +5.5% | +33.0% | +28.0% |
| YTD | +20.1% | +12.8% | +7.3% | +1.5% |
| 1Y | +7.7% | +15.4% | -7.8% | -11.9% |
| 3Y | +11.7% | +76.9% | -65.2% | -50.6% |
| All | -44.5% | +59.7% | -104.2% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling