+406.4%
CNP vs VT
+345.0%
+61.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | +0.2% |
| 7D | -5.3% | -4.2% | -1.1% | -2.5% |
| 30D | +3.7% | -5.8% | +9.5% | +7.9% |
| 3M | -1.1% | -5.2% | +4.2% | +2.5% |
| 6M | -7.1% | +0.1% | -7.3% | -8.0% |
| YTD | +6.0% | +8.2% | -2.2% | -1.1% |
| 1Y | +5.2% | +10.1% | -4.9% | -3.2% |
| 3Y | +57.5% | +69.7% | -12.1% | +3.6% |
| 5Y | +70.0% | +53.4% | +16.7% | +18.9% |
| 10Y | +137.8% | +219.2% | -81.4% | -1.2% |
| All | +406.4% | +345.0% | +61.4% | +52.9% |
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