+221.5%
CNP vs VTEB
+26.6%
+194.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | +1.6% | -0.2% | +1.9% | +2.0% |
| 30D | -0.8% | -1.6% | +0.8% | +1.8% |
| 3M | -3.6% | -2.0% | -1.6% | -0.5% |
| 6M | -6.9% | -1.7% | -5.3% | -4.4% |
| YTD | +6.4% | -0.6% | +7.0% | +7.4% |
| 1Y | +9.9% | +1.8% | +8.1% | +6.7% |
| 3Y | +53.1% | +9.6% | +43.5% | +31.3% |
| 5Y | +72.0% | +2.1% | +69.9% | +66.7% |
| 10Y | +131.5% | +18.9% | +112.6% | +100.6% |
| All | +221.5% | +26.6% | +194.9% | +173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling