+132.5%
CNP vs VTR
+100.2%
+32.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.1% |
| 7D | -2.2% | -1.8% | -0.3% | -1.5% |
| 30D | -2.1% | +4.0% | -6.1% | -3.6% |
| 3M | -7.9% | +7.8% | -15.8% | -11.0% |
| 6M | -8.3% | +6.4% | -14.7% | -11.0% |
| YTD | +3.8% | +18.3% | -14.5% | -3.5% |
| 1Y | +5.9% | +33.9% | -28.1% | -6.5% |
| 3Y | +49.3% | +134.3% | -85.0% | +3.9% |
| 5Y | +69.3% | +90.3% | -21.0% | +25.4% |
| All | +132.5% | +100.2% | +32.3% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling