+1,860.4%
CNP vs VFC
+1,340.0%
+520.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -4.2% | +11.2% | -15.4% | -6.1% |
| 30D | +5.5% | +41.5% | -36.0% | -1.1% |
| 3M | +0.6% | +38.9% | -38.4% | -5.6% |
| 6M | -2.8% | +6.1% | -9.0% | -4.9% |
| YTD | +7.9% | +14.5% | -6.7% | +3.2% |
| 1Y | +6.7% | +46.0% | -39.3% | -3.0% |
| 3Y | +61.1% | +36.4% | +24.8% | +34.4% |
| 5Y | +73.0% | -67.5% | +140.5% | +94.2% |
| 10Y | +141.9% | -45.8% | +187.7% | +135.2% |
| All | +1,860.4% | +1,340.0% | +520.4% | +1,171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling