-32.7%
CPN vs VT
+85.8%
-118.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.3% |
| 7D | +0.2% | +2.1% | -2.0% | -1.8% |
| 30D | +1.3% | +0.5% | +0.8% | +0.6% |
| 3M | +1.1% | +3.5% | -2.4% | -2.8% |
| 6M | +3.3% | +9.5% | -6.2% | -6.0% |
| YTD | +0.8% | +1.7% | -0.9% | -1.4% |
| 1Y | +39.0% | +19.8% | +19.2% | +15.6% |
| 3Y | -26.0% | +31.8% | -57.8% | -43.6% |
| 5Y | -23.5% | +62.0% | -85.5% | -52.6% |
| All | -32.7% | +85.8% | -118.4% | -69.3% |
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 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