-39.3%
VG vs CNP
+28.0%
-67.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.7% | +1.1% | +0.6% | +1.5% |
| 30D | +16.0% | -1.8% | +17.8% | +16.3% |
| 3M | +9.7% | -4.6% | +14.4% | +10.5% |
| 6M | +29.6% | -8.8% | +38.4% | +31.4% |
| YTD | +112.0% | +5.2% | +106.8% | +100.5% |
| 1Y | +12.8% | +8.3% | +4.5% | +6.0% |
| All | -39.3% | +28.0% | -67.3% | -47.2% |
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