+73.8%
CNP vs VCLT
-16.2%
+90.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | +5.0% | +2.8% | +2.3% | +3.8% |
| 3M | +2.7% | -0.4% | +3.0% | +2.8% |
| 6M | -1.9% | -3.1% | +1.2% | -0.6% |
| YTD | +8.8% | -2.7% | +11.4% | +9.9% |
| 1Y | +5.6% | -3.7% | +9.3% | +7.2% |
| 3Y | +63.2% | +15.6% | +47.6% | +52.7% |
| 5Y | +73.8% | -15.8% | +89.5% | +68.6% |
| All | +73.8% | -16.2% | +90.0% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling