+1,867.7%
CNP vs VMC
+3,588.3%
-1,720.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.2% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | +5.7% | +18.3% | -12.6% | +1.6% |
| 3M | +0.9% | +1.9% | -0.9% | +0.2% |
| 6M | -1.1% | +2.4% | -3.5% | -2.1% |
| YTD | +8.3% | +2.1% | +6.2% | +6.7% |
| 1Y | +5.9% | +1.5% | +4.4% | +4.4% |
| 3Y | +64.6% | +41.5% | +23.2% | +48.4% |
| 5Y | +74.6% | +46.4% | +28.2% | +54.1% |
| 10Y | +139.8% | +139.8% | 0.0% | +82.5% |
| All | +1,867.7% | +3,588.3% | -1,720.6% | +834.7% |
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