+50.0%
VG vs CNP
+7.1%
+42.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | -22.0% | -4.2% | -17.8% | -21.7% |
| 30D | -11.6% | +5.5% | -17.2% | -11.5% |
| 3M | -14.9% | +0.6% | -15.4% | -14.6% |
| 6M | -3.5% | -2.8% | -0.7% | -2.9% |
| YTD | +70.0% | +7.9% | +62.1% | +43.2% |
| 1Y | +50.0% | +6.7% | +43.3% | +29.8% |
| All | +50.0% | +7.1% | +42.9% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling