+51.7%
CNP vs VYM
+64.8%
-13.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +0.7% | -1.0% | +1.6% | +1.2% |
| 30D | -0.1% | -2.0% | +2.0% | +1.0% |
| 3M | -5.6% | +3.1% | -8.7% | -7.1% |
| 6M | -7.5% | +8.9% | -16.4% | -11.5% |
| YTD | +5.5% | +14.7% | -9.2% | -2.0% |
| 1Y | +8.3% | +19.4% | -11.1% | -1.7% |
| All | +51.7% | +64.8% | -13.2% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling