+5.7%
CNP vs VLTO
+20.2%
-14.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.3% |
| 7D | -4.3% | +2.0% | -6.4% | -4.4% |
| 30D | +5.7% | +21.8% | -16.1% | +4.5% |
| 3M | +0.9% | +20.2% | -19.3% | -0.2% |
| 6M | -1.1% | +36.3% | -37.4% | -2.0% |
| YTD | +8.3% | +18.8% | -10.6% | +5.5% |
| All | +5.7% | +20.2% | -14.5% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling