+98.0%
VCIT vs CNP
+466.3%
-368.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | -0.8% | -1.8% | +1.1% | -0.7% |
| 3M | -1.0% | -4.6% | +3.6% | -0.8% |
| 6M | -1.8% | -8.8% | +7.0% | -1.5% |
| YTD | -0.7% | +5.2% | -5.9% | -1.0% |
| 1Y | +1.0% | +8.3% | -7.3% | +0.5% |
| 3Y | +18.8% | +54.9% | -36.0% | +16.3% |
| 5Y | +3.5% | +73.5% | -70.0% | +0.8% |
| 10Y | +29.2% | +139.1% | -109.9% | +23.8% |
| All | +98.0% | +466.3% | -368.4% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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