+361.8%
VRT vs CNP
+60.3%
+301.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.7% | +3.5% |
| 7D | -21.4% | -4.2% | -17.2% | -21.6% |
| 30D | -25.8% | +5.5% | -31.3% | -25.3% |
| 3M | -33.5% | +0.6% | -34.1% | -33.5% |
| 6M | -49.0% | -2.8% | -46.2% | -49.2% |
| YTD | +12.9% | +7.9% | +5.1% | +13.7% |
| 1Y | 0.0% | +6.7% | -6.6% | +0.7% |
| 3Y | +361.8% | +61.1% | +300.7% | +369.6% |
| All | +361.8% | +60.3% | +301.6% | +369.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling