+132.5%
CNP vs VTRS
-48.4%
+180.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.4% | -2.2% | +0.8% | -1.1% |
| 30D | -2.9% | +3.3% | -6.2% | -3.5% |
| 3M | -7.5% | +2.0% | -9.5% | -8.0% |
| 6M | -7.9% | +19.9% | -27.8% | -11.0% |
| YTD | +3.7% | +35.7% | -32.0% | -2.0% |
| 1Y | +4.6% | +68.1% | -63.5% | -5.0% |
| 3Y | +49.1% | +87.1% | -37.9% | +30.8% |
| 5Y | +69.2% | +47.6% | +21.6% | +51.5% |
| All | +132.5% | -48.4% | +180.8% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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