+1,740.6%
VRT vs CNP
+85.2%
+1,655.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.7% | +2.8% |
| 7D | -21.4% | -4.2% | -17.2% | -19.8% |
| 30D | -25.8% | +5.5% | -31.3% | -27.3% |
| 3M | -33.5% | +0.6% | -34.1% | -33.5% |
| 6M | -49.0% | -2.8% | -46.2% | -48.6% |
| YTD | +12.9% | +7.9% | +5.1% | +8.8% |
| 1Y | 0.0% | +6.7% | -6.6% | -3.4% |
| 3Y | +361.8% | +61.1% | +300.7% | +263.0% |
| 5Y | +565.1% | +73.0% | +492.2% | +406.7% |
| All | +1,740.6% | +85.2% | +1,655.5% | +1,021.0% |
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