+1,812.7%
CNP vs VMC
+3,246.6%
-1,433.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | +1.1% | -4.3% | +5.4% | +2.1% |
| 30D | -1.8% | -8.2% | +6.4% | 0.0% |
| 3M | -4.6% | -7.0% | +2.4% | -3.3% |
| 6M | -8.8% | -10.8% | +1.9% | -6.9% |
| YTD | +5.2% | -7.4% | +12.6% | +6.2% |
| 1Y | +8.3% | -9.5% | +17.8% | +9.7% |
| 3Y | +54.9% | +20.5% | +34.4% | +45.0% |
| 5Y | +73.5% | +51.6% | +21.9% | +51.9% |
| 10Y | +139.1% | +150.0% | -10.9% | +80.8% |
| All | +1,812.7% | +3,246.6% | -1,433.9% | +830.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling