+1,888.4%
CNP vs VSH
+1,399.9%
+488.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.9% |
| 7D | -3.0% | -1.6% | -1.5% | -3.1% |
| 30D | +6.8% | -21.3% | +28.1% | +9.2% |
| 3M | +3.6% | -18.9% | +22.5% | +5.3% |
| 6M | 0.0% | -21.4% | +21.4% | -0.1% |
| YTD | +9.4% | +86.8% | -77.4% | -2.5% |
| 1Y | +6.8% | +85.8% | -78.9% | -4.9% |
| 3Y | +64.2% | +30.1% | +34.0% | +48.7% |
| 5Y | +76.0% | +42.8% | +33.2% | +55.9% |
| 10Y | +143.3% | +121.2% | +22.1% | +101.4% |
| All | +1,888.4% | +1,399.9% | +488.4% | +1,165.0% |
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