+8.3%
CNP vs VFC
-6.8%
+15.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -0.8% |
| 7D | +1.1% | -1.6% | +2.7% | +1.1% |
| 30D | -1.8% | -11.6% | +9.8% | -1.9% |
| 3M | -4.6% | -18.1% | +13.5% | -4.4% |
| 6M | -8.8% | -27.4% | +18.5% | -9.1% |
| YTD | +5.2% | -24.8% | +30.1% | +5.2% |
| 1Y | +8.3% | -8.2% | +16.5% | +9.0% |
| All | +8.3% | -6.8% | +15.1% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling