+61.4%
CNP vs VLTO
+27.2%
+34.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +1.1% | -2.3% | +3.4% | +1.5% |
| 30D | -1.8% | -0.9% | -1.0% | -1.7% |
| 3M | -4.6% | +13.8% | -18.5% | -6.8% |
| 6M | -8.8% | +2.0% | -10.9% | -9.3% |
| YTD | +5.2% | -3.2% | +8.4% | +5.6% |
| 1Y | +8.3% | -9.2% | +17.5% | +10.2% |
| All | +61.4% | +27.2% | +34.2% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling