+819.2%
CNP vs VTR
+1,499.7%
-680.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.3% |
| 7D | +1.1% | -1.7% | +2.8% | +1.5% |
| 30D | -1.8% | -2.4% | +0.6% | -1.3% |
| 3M | -4.6% | +14.8% | -19.4% | -7.7% |
| 6M | -8.8% | +5.3% | -14.2% | -10.1% |
| YTD | +5.2% | +18.1% | -12.9% | +1.2% |
| 1Y | +8.3% | +36.7% | -28.4% | +0.7% |
| 3Y | +54.9% | +130.1% | -75.2% | +27.6% |
| 5Y | +73.5% | +89.5% | -16.0% | +47.7% |
| 10Y | +139.1% | +87.4% | +51.8% | +92.7% |
| All | +819.2% | +1,499.7% | -680.5% | +498.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling