+65.4%
CNP vs VLTO
+54.8%
+10.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.6% |
| 7D | -4.2% | +5.4% | -9.6% | -5.1% |
| 30D | +5.5% | +22.3% | -16.8% | +1.8% |
| 3M | +0.6% | +19.6% | -19.0% | -2.6% |
| 6M | -2.8% | +35.2% | -38.0% | -7.9% |
| YTD | +7.9% | +17.9% | -10.0% | +4.6% |
| 1Y | +6.7% | +19.5% | -12.9% | +3.0% |
| 3Y | +61.1% | +73.9% | -12.8% | +51.6% |
| All | +65.4% | +54.8% | +10.5% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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