-45.8%
CNNE vs VT
+53.2%
-99.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | +2.6% |
| 7D | +4.0% | -4.2% | +8.1% | +9.4% |
| 30D | +15.0% | -5.8% | +20.8% | +23.5% |
| 3M | +20.9% | -5.2% | +26.2% | +28.8% |
| 6M | +33.1% | +0.1% | +33.0% | +31.1% |
| YTD | +17.2% | +8.2% | +9.0% | +4.1% |
| 1Y | +4.5% | +10.1% | -5.6% | -9.4% |
| 3Y | +9.0% | +69.7% | -60.7% | -49.3% |
| 5Y | -45.8% | +53.4% | -99.2% | -70.8% |
| All | -45.8% | +53.2% | -99.0% | -70.8% |
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 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