+2,723.0%
VRT vs CNP
+80.6%
+2,642.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.1% | +4.7% |
| 7D | +9.1% | +1.1% | +8.0% | +8.7% |
| 30D | +0.9% | -1.8% | +2.8% | +1.7% |
| 3M | -13.4% | -4.6% | -8.7% | -12.2% |
| 6M | +11.7% | -8.8% | +20.5% | +15.0% |
| YTD | +73.2% | +5.2% | +68.0% | +68.1% |
| 1Y | +123.4% | +8.3% | +115.1% | +113.4% |
| 3Y | +606.2% | +54.9% | +551.3% | +462.2% |
| 5Y | +899.9% | +73.5% | +826.4% | +656.1% |
| All | +2,723.0% | +80.6% | +2,642.4% | +1,632.1% |
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