+139.9%
CNP vs VSH
+172.7%
-32.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +0.7% | +3.5% | -2.9% | 0.0% |
| 30D | -0.1% | -4.4% | +4.3% | +0.5% |
| 3M | -5.6% | -45.8% | +40.2% | +3.6% |
| 6M | -7.5% | +90.1% | -97.6% | -23.8% |
| YTD | +5.5% | +120.3% | -114.8% | -16.6% |
| 1Y | +8.3% | +112.2% | -103.9% | -14.4% |
| 3Y | +51.8% | +36.6% | +15.2% | +29.1% |
| 5Y | +69.9% | +67.0% | +2.9% | +30.1% |
| 10Y | +139.9% | +179.5% | -39.5% | +44.1% |
| All | +139.9% | +172.7% | -32.8% | +44.1% |
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