+132.5%
CNP vs VCLT
+17.0%
+115.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.0% |
| 7D | -2.2% | -1.3% | -0.9% | -1.4% |
| 30D | -2.1% | -1.1% | -0.9% | -1.5% |
| 3M | -7.9% | -3.7% | -4.2% | -6.0% |
| 6M | -8.3% | -4.0% | -4.3% | -6.3% |
| YTD | +3.8% | -3.4% | +7.2% | +5.6% |
| 1Y | +5.9% | -4.1% | +10.0% | +8.2% |
| 3Y | +49.3% | +11.0% | +38.3% | +39.4% |
| 5Y | +69.3% | -17.0% | +86.3% | +88.2% |
| All | +132.5% | +17.0% | +115.5% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling