+402.6%
CNP vs VT
+374.2%
+28.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.1% | +0.4% | +0.6% | +0.8% |
| 30D | -1.8% | +1.0% | -2.8% | -2.5% |
| 3M | -4.6% | +2.4% | -7.0% | -6.7% |
| 6M | -8.8% | +12.0% | -20.8% | -16.6% |
| YTD | +5.2% | +15.3% | -10.1% | -5.9% |
| 1Y | +8.3% | +22.6% | -14.3% | -7.6% |
| 3Y | +54.9% | +74.7% | -19.8% | +0.1% |
| 5Y | +73.5% | +66.1% | +7.4% | +14.7% |
| 10Y | +139.1% | +225.0% | -85.9% | -1.8% |
| All | +402.6% | +374.2% | +28.4% | +45.5% |
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