+301.9%
CNR vs VT
+160.3%
+141.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +0.6% |
| 7D | -2.3% | +0.4% | -2.7% | -2.7% |
| 30D | -7.0% | -2.6% | -4.4% | -4.2% |
| 3M | -8.1% | -3.2% | -4.8% | -4.6% |
| 6M | -2.9% | +0.9% | -3.8% | -4.7% |
| YTD | -6.7% | +11.3% | -18.0% | -20.3% |
| 1Y | -7.6% | +14.0% | -21.6% | -23.3% |
| 3Y | -10.6% | +75.8% | -86.5% | -58.4% |
| 5Y | +268.0% | +57.8% | +210.1% | +98.0% |
| All | +301.9% | +160.3% | +141.6% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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