+96.3%
VCIT vs CNP
+470.6%
-374.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | +0.5% | -5.3% | +5.8% | +0.7% |
| 30D | +2.1% | +3.7% | -1.6% | +1.9% |
| 3M | -1.6% | -1.1% | -0.5% | -1.5% |
| 6M | -1.6% | -7.1% | +5.5% | -1.3% |
| YTD | -1.5% | +6.0% | -7.5% | -1.9% |
| 1Y | -0.4% | +5.2% | -5.6% | -0.7% |
| 3Y | +19.6% | +57.5% | -38.0% | +16.9% |
| 5Y | +3.3% | +70.0% | -66.8% | +0.6% |
| 10Y | +28.9% | +137.8% | -108.9% | +23.5% |
| All | +96.3% | +470.6% | -374.3% | +94.3% |
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