+1,855.0%
VRT vs CNP
+87.8%
+1,767.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.5% |
| 7D | -17.7% | -3.0% | -14.7% | -16.4% |
| 30D | -20.0% | +6.8% | -26.8% | -22.0% |
| 3M | -28.1% | +3.6% | -31.7% | -28.9% |
| 6M | -42.8% | 0.0% | -42.8% | -43.0% |
| YTD | +20.0% | +9.4% | +10.6% | +14.9% |
| 1Y | +3.5% | +6.8% | -3.3% | 0.0% |
| 3Y | +366.1% | +64.2% | +301.9% | +263.5% |
| 5Y | +632.2% | +76.0% | +556.1% | +453.8% |
| All | +1,855.0% | +87.8% | +1,767.2% | +1,084.0% |
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