+223.0%
VT vs CNP
+137.5%
+85.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +0.4% | +1.1% | -0.6% | +0.1% |
| 30D | +1.0% | -1.8% | +2.8% | +1.5% |
| 3M | +2.4% | -4.6% | +7.0% | +3.7% |
| 6M | +12.0% | -8.8% | +20.8% | +15.0% |
| YTD | +15.3% | +5.2% | +10.1% | +12.5% |
| 1Y | +22.6% | +8.3% | +14.3% | +18.2% |
| 3Y | +74.7% | +54.9% | +19.8% | +46.2% |
| 5Y | +66.1% | +73.5% | -7.4% | +32.4% |
| All | +223.0% | +137.5% | +85.5% | +108.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling