-33.5%
VRT vs CNP
-0.4%
-33.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.7% | +1.5% |
| 7D | -21.4% | -4.2% | -17.2% | -17.9% |
| 30D | -25.8% | +5.5% | -31.3% | -28.5% |
| 3M | -33.5% | +0.6% | -34.1% | -31.7% |
| All | -33.5% | -0.4% | -33.1% | -31.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling