+7.9%
CNNE vs VT
+162.7%
-154.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +1.6% |
| 7D | +8.4% | -0.3% | +8.7% | +8.8% |
| 30D | +17.2% | -1.4% | +18.6% | +19.0% |
| 3M | +22.7% | -1.4% | +24.1% | +24.6% |
| 6M | +38.4% | +5.5% | +33.0% | +29.0% |
| YTD | +20.1% | +12.8% | +7.3% | +3.2% |
| 1Y | +7.7% | +15.4% | -7.8% | -10.0% |
| 3Y | +11.7% | +76.9% | -65.2% | -44.1% |
| 5Y | -44.2% | +60.4% | -104.6% | -68.1% |
| All | +7.9% | +162.7% | -154.8% | -64.0% |
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