+136.4%
CNP vs VCLT
+18.4%
+118.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +0.7% | 0.0% | +0.6% | +0.7% |
| 30D | -0.1% | +0.1% | -0.2% | -0.1% |
| 3M | -5.6% | -2.9% | -2.7% | -4.1% |
| 6M | -7.5% | -4.0% | -3.5% | -5.5% |
| YTD | +5.5% | -2.2% | +7.7% | +6.7% |
| 1Y | +8.3% | -2.6% | +10.9% | +9.8% |
| 3Y | +51.8% | +12.3% | +39.5% | +40.8% |
| 5Y | +69.9% | -16.4% | +86.3% | +88.2% |
| All | +136.4% | +18.4% | +118.0% | +111.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling