+1,917.9%
VRT vs CNP
+85.8%
+1,832.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.4% | +9.3% | +9.5% |
| 7D | -10.6% | -4.3% | -6.3% | -8.7% |
| 30D | -17.4% | +5.7% | -23.2% | -19.1% |
| 3M | -26.4% | +0.9% | -27.3% | -26.5% |
| 6M | -41.0% | -1.1% | -39.9% | -41.0% |
| YTD | +23.8% | +8.3% | +15.6% | +19.1% |
| 1Y | +11.6% | +5.9% | +5.7% | +8.2% |
| 3Y | +403.5% | +64.6% | +338.9% | +291.9% |
| 5Y | +647.0% | +74.6% | +572.5% | +467.0% |
| All | +1,917.9% | +85.8% | +1,832.0% | +1,127.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling