+1,860.4%
CNP vs VSH
+1,203.4%
+657.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +1.1% |
| 7D | -4.2% | -12.9% | +8.7% | -2.8% |
| 30D | +5.5% | -36.9% | +42.4% | +10.8% |
| 3M | +0.6% | -28.8% | +29.3% | +3.7% |
| 6M | -2.8% | -30.3% | +27.5% | -1.5% |
| YTD | +7.9% | +62.4% | -54.5% | -2.2% |
| 1Y | +6.7% | +62.5% | -55.9% | -3.5% |
| 3Y | +61.1% | +7.4% | +53.7% | +49.5% |
| 5Y | +73.0% | +25.4% | +47.5% | +55.6% |
| 10Y | +141.9% | +102.6% | +39.2% | +102.7% |
| All | +1,860.4% | +1,203.4% | +657.0% | +1,169.0% |
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