+548.3%
CNS vs VT
+360.7%
+187.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -2.7% |
| 7D | -3.1% | -0.7% | -2.4% | -2.3% |
| 30D | +6.4% | -1.7% | +8.1% | +8.6% |
| 3M | -13.0% | -2.3% | -10.6% | -10.6% |
| 6M | +2.5% | +1.5% | +1.0% | -0.3% |
| YTD | +20.2% | +12.0% | +8.1% | +2.9% |
| 1Y | +10.4% | +12.9% | -2.5% | -6.2% |
| 3Y | +51.9% | +74.9% | -23.0% | -25.0% |
| 5Y | -12.5% | +59.9% | -72.4% | -51.4% |
| 10Y | +233.7% | +224.6% | +9.1% | -18.4% |
| All | +548.3% | +360.7% | +187.7% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling