+140.3%
CWEN vs VT
+219.6%
-79.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.7% | +0.4% | +1.3% | +1.3% |
| 30D | +3.6% | +1.0% | +2.6% | +2.7% |
| 3M | -20.0% | +2.4% | -22.4% | -21.7% |
| 6M | -13.5% | +12.0% | -25.5% | -21.7% |
| YTD | -0.6% | +15.3% | -15.9% | -12.3% |
| 1Y | +16.7% | +22.6% | -5.9% | -2.4% |
| 3Y | +54.2% | +74.7% | -20.5% | -6.4% |
| 5Y | +30.7% | +66.1% | -35.4% | -17.6% |
| 10Y | +210.9% | +225.0% | -14.1% | -2.2% |
| All | +140.3% | +219.6% | -79.3% | -31.6% |
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