+650.9%
CNP vs VIG
+648.1%
+2.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.1% | -1.8% |
| 7D | -4.3% | +0.4% | -4.7% | -4.8% |
| 30D | +5.7% | +4.3% | +1.5% | +1.7% |
| 3M | +0.9% | +2.0% | -1.1% | -1.1% |
| 6M | -1.1% | +10.2% | -11.2% | -9.7% |
| YTD | +8.3% | +14.8% | -6.5% | -5.1% |
| 1Y | +5.9% | +17.5% | -11.6% | -9.2% |
| 3Y | +64.6% | +67.4% | -2.8% | 0.0% |
| 5Y | +74.6% | +63.4% | +11.2% | +7.4% |
| 10Y | +139.8% | +259.9% | -120.0% | -27.7% |
| All | +650.9% | +648.1% | +2.9% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling