+139.9%
CNP vs VIG
+241.3%
-101.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.4% |
| 7D | +0.7% | -1.2% | +1.8% | +1.7% |
| 30D | -0.1% | -2.8% | +2.8% | +2.5% |
| 3M | -5.6% | +2.5% | -8.1% | -7.8% |
| 6M | -7.5% | +8.1% | -15.6% | -14.1% |
| YTD | +5.5% | +9.6% | -4.1% | -3.5% |
| 1Y | +8.3% | +14.2% | -5.8% | -4.8% |
| 3Y | +51.8% | +56.1% | -4.3% | -3.5% |
| 5Y | +69.9% | +62.8% | +7.0% | +2.0% |
| 10Y | +139.9% | +248.2% | -108.3% | -29.6% |
| All | +139.9% | +241.3% | -101.4% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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