+420.0%
CNP vs VT
+363.9%
+56.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -4.7% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +8.7% | -1.4% | +10.2% | +9.7% |
| 3M | -0.7% | -1.4% | +0.7% | +0.1% |
| 6M | -4.2% | +5.5% | -9.6% | -8.4% |
| YTD | +8.9% | +12.8% | -4.0% | -1.3% |
| 1Y | +8.3% | +15.4% | -7.1% | -3.5% |
| 3Y | +61.8% | +76.9% | -15.1% | +3.4% |
| 5Y | +75.7% | +60.4% | +15.3% | +19.1% |
| 10Y | +144.1% | +232.8% | -88.6% | -1.5% |
| All | +420.0% | +363.9% | +56.1% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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