+69.3%
CNP vs VTEB
+0.8%
+68.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.8% |
| 7D | -2.2% | -1.2% | -0.9% | -0.8% |
| 30D | -2.1% | -2.9% | +0.8% | +1.2% |
| 3M | -7.9% | -3.2% | -4.8% | -4.5% |
| 6M | -8.3% | -2.6% | -5.7% | -5.5% |
| YTD | +3.8% | -1.8% | +5.6% | +5.9% |
| 1Y | +5.9% | +0.2% | +5.7% | +5.6% |
| 3Y | +49.3% | +8.2% | +41.1% | +35.5% |
| 5Y | +69.3% | +0.8% | +68.4% | +45.5% |
| All | +69.3% | +0.8% | +68.5% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 5y: compounded portfolio wealth divided by compounded VTEB 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…
5y analysis · Full analysis span regression · 6 months rolling