+139.8%
CNP vs VFC
-44.8%
+184.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | 0.0% |
| 7D | -4.3% | +7.7% | -12.0% | -5.5% |
| 30D | +5.7% | +39.2% | -33.5% | +0.1% |
| 3M | +0.9% | +40.3% | -39.4% | -4.7% |
| 6M | -1.1% | +11.4% | -12.4% | -3.6% |
| YTD | +8.3% | +17.5% | -9.3% | +3.7% |
| 1Y | +5.9% | +45.9% | -40.0% | -2.8% |
| 3Y | +64.6% | +47.3% | +17.3% | +34.3% |
| 5Y | +74.6% | -67.2% | +141.8% | +127.4% |
| 10Y | +139.8% | -46.1% | +185.9% | +164.9% |
| All | +139.8% | -44.8% | +184.6% | +164.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling