+59.8%
CNXT vs VT
+226.9%
-167.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.1% |
| 7D | -1.2% | -2.0% | +0.8% | +0.3% |
| 30D | -6.6% | -1.4% | -5.2% | -5.6% |
| 3M | -13.1% | +4.7% | -17.9% | -15.9% |
| 6M | +2.9% | +11.4% | -8.4% | -4.6% |
| YTD | +7.8% | +13.1% | -5.3% | -1.1% |
| 1Y | +20.6% | +19.0% | +1.6% | +6.7% |
| 3Y | +84.3% | +73.9% | +10.4% | +23.0% |
| 5Y | +0.9% | +65.4% | -64.5% | -30.6% |
| All | +59.8% | +226.9% | -167.1% | -31.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling