+1,812.7%
CNP vs VSH
+1,674.8%
+137.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.3% |
| 7D | +1.1% | +4.1% | -3.0% | +0.6% |
| 30D | -1.8% | -4.2% | +2.3% | -1.5% |
| 3M | -4.6% | -50.0% | +45.3% | +2.1% |
| 6M | -8.8% | +80.2% | -89.0% | -17.4% |
| YTD | +5.2% | +121.1% | -115.9% | -7.3% |
| 1Y | +8.3% | +112.0% | -103.7% | -4.5% |
| 3Y | +54.9% | +22.5% | +32.4% | +42.7% |
| 5Y | +73.5% | +64.0% | +9.5% | +52.3% |
| 10Y | +139.1% | +170.4% | -31.2% | +95.0% |
| All | +1,812.7% | +1,674.8% | +137.9% | +1,102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling