+73.9%
CNP vs VFC
-67.4%
+141.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -4.2% | +11.2% | -15.4% | -4.8% |
| 30D | +5.5% | +41.5% | -36.0% | +3.3% |
| 3M | +0.6% | +38.9% | -38.4% | -1.5% |
| 6M | -2.8% | +6.1% | -9.0% | -3.5% |
| YTD | +7.9% | +14.5% | -6.7% | +6.3% |
| 1Y | +6.7% | +46.0% | -39.3% | +3.3% |
| 3Y | +61.1% | +36.4% | +24.8% | +49.8% |
| All | +73.9% | -67.4% | +141.4% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling