+36.7%
CNOBP vs VT
+68.3%
-31.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.1% | +1.0% | -1.1% | -0.5% |
| 30D | +1.5% | -0.2% | +1.7% | +1.6% |
| 3M | +3.1% | +4.5% | -1.4% | +1.3% |
| 6M | +6.1% | +14.1% | -7.9% | +0.5% |
| YTD | +7.8% | +14.8% | -7.0% | +1.7% |
| 1Y | +13.9% | +21.2% | -7.3% | +4.8% |
| 3Y | +73.5% | +76.6% | -3.1% | +32.1% |
| 5Y | +32.3% | +66.6% | -34.3% | -0.8% |
| All | +36.7% | +68.3% | -31.6% | +2.2% |
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