+306.3%
CNR vs VT
+159.1%
+147.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.7% |
| 7D | -0.2% | -0.1% | 0.0% | 0.0% |
| 30D | -6.0% | -3.1% | -2.9% | -2.6% |
| 3M | -11.6% | -3.5% | -8.1% | -7.9% |
| 6M | -1.8% | +0.5% | -2.3% | -3.1% |
| YTD | -5.7% | +10.8% | -16.5% | -19.0% |
| 1Y | -5.2% | +11.9% | -17.1% | -19.4% |
| 3Y | -11.8% | +73.0% | -84.7% | -58.1% |
| 5Y | +279.7% | +58.6% | +221.1% | +102.5% |
| All | +306.3% | +159.1% | +147.2% | +69.2% |
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