+142.0%
CNP vs VSH
+115.4%
+26.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.3% |
| 7D | +1.3% | +14.3% | -13.0% | -1.2% |
| 30D | +3.8% | -7.9% | +11.7% | +4.3% |
| 3M | +2.4% | -19.9% | +22.2% | +4.7% |
| 6M | -1.2% | -30.5% | +29.3% | +0.2% |
| YTD | +9.3% | +85.7% | -76.4% | -12.2% |
| 1Y | +6.4% | +98.9% | -92.5% | -16.1% |
| 3Y | +66.4% | +32.1% | +34.3% | +37.7% |
| 5Y | +75.7% | +39.7% | +36.0% | +37.3% |
| All | +142.0% | +115.4% | +26.6% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling