+13.8%
VRT vs CNC
+122.0%
-108.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +12.6% | -25.5% | -11.3% |
| 7D | -15.4% | +13.4% | -28.8% | -13.8% |
| 30D | -19.0% | +18.2% | -37.2% | -17.4% |
| 3M | -23.8% | +18.6% | -42.5% | -22.4% |
| 6M | -37.9% | +41.9% | -79.8% | -36.0% |
| YTD | +27.0% | +84.7% | -57.8% | +30.0% |
| 1Y | +13.8% | +110.5% | -96.7% | +17.7% |
| All | +13.8% | +122.0% | -108.2% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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