+158.3%
VEA vs CNP
+409.0%
-250.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +1.8% | +2.5% | -0.6% | +0.7% |
| 30D | -0.9% | +4.0% | -4.9% | -2.8% |
| 3M | -5.0% | +1.6% | -6.7% | -6.0% |
| 6M | 0.0% | -1.7% | +1.7% | 0.0% |
| YTD | +12.2% | +8.6% | +3.6% | +6.8% |
| 1Y | +14.7% | +5.8% | +8.9% | +10.5% |
| 3Y | +73.2% | +63.0% | +10.2% | +33.9% |
| 5Y | +53.7% | +74.7% | -21.0% | +13.2% |
| 10Y | +159.3% | +143.7% | +15.6% | +44.1% |
| All | +158.3% | +409.0% | -250.7% | -23.6% |
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