+64.6%
CNP vs VMC
+41.4%
+23.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.1% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | +5.7% | +18.3% | -12.6% | +3.4% |
| 3M | +0.9% | +1.9% | -0.9% | +0.6% |
| 6M | -1.1% | +2.4% | -3.5% | -1.5% |
| YTD | +8.3% | +2.1% | +6.2% | +7.3% |
| 1Y | +5.9% | +1.5% | +4.4% | +5.0% |
| 3Y | +64.6% | +41.5% | +23.2% | +42.6% |
| All | +64.6% | +41.4% | +23.2% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 3y: compounded portfolio wealth divided by compounded VMC 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…
3y analysis · Full analysis span regression · 6 months rolling