+1,867.7%
CNP vs VFC
+1,377.5%
+490.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.1% |
| 7D | -4.3% | +7.7% | -12.0% | -5.7% |
| 30D | +5.7% | +39.2% | -33.5% | -0.6% |
| 3M | +0.9% | +40.3% | -39.4% | -5.5% |
| 6M | -1.1% | +11.4% | -12.4% | -4.0% |
| YTD | +8.3% | +17.5% | -9.3% | +3.1% |
| 1Y | +5.9% | +45.9% | -40.0% | -3.6% |
| 3Y | +64.6% | +47.3% | +17.3% | +35.1% |
| 5Y | +74.6% | -67.2% | +141.8% | +95.8% |
| 10Y | +139.8% | -46.1% | +185.9% | +133.6% |
| All | +1,867.7% | +1,377.5% | +490.1% | +1,169.9% |
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 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