+53.4%
VT vs CNP
+73.6%
-20.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -2.3% | -4.2% | +1.9% | -1.3% |
| 30D | -5.0% | +5.5% | -10.5% | -6.4% |
| 3M | -4.9% | +0.6% | -5.5% | -5.2% |
| 6M | -1.5% | -2.8% | +1.3% | -1.2% |
| YTD | +8.5% | +7.9% | +0.6% | +5.2% |
| 1Y | +11.4% | +6.7% | +4.7% | +8.3% |
| 3Y | +70.1% | +61.1% | +8.9% | +41.3% |
| All | +53.4% | +73.6% | -20.1% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling