+86.8%
CNP vs VSXY
+93.0%
-6.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | +1.3% | -1.7% | +3.0% | +1.3% |
| 30D | +3.8% | +20.1% | -16.3% | +3.1% |
| 3M | +2.4% | +16.6% | -14.2% | +1.7% |
| 6M | -1.2% | +134.9% | -136.1% | -4.6% |
| YTD | +9.3% | +96.0% | -86.7% | +5.9% |
| 1Y | +6.4% | +203.8% | -197.3% | +1.2% |
| 3Y | +66.4% | +465.3% | -399.0% | +49.6% |
| 5Y | +75.7% | +106.3% | -30.6% | +65.1% |
| All | +86.8% | +93.0% | -6.3% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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