+1,888.4%
CNP vs VMC
+3,567.9%
-1,679.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -3.0% | +1.1% | -4.2% | -3.4% |
| 30D | +6.8% | +17.7% | -10.8% | +2.8% |
| 3M | +3.6% | +1.1% | +2.6% | +3.1% |
| 6M | 0.0% | +1.8% | -1.9% | -1.0% |
| YTD | +9.4% | +1.5% | +7.9% | +7.9% |
| 1Y | +6.8% | -1.1% | +8.0% | +5.9% |
| 3Y | +64.2% | +38.8% | +25.4% | +48.6% |
| 5Y | +76.0% | +49.6% | +26.5% | +54.6% |
| 10Y | +143.3% | +130.6% | +12.7% | +86.7% |
| All | +1,888.4% | +3,567.9% | -1,679.5% | +845.7% |
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