+409.7%
VUG vs CNP
+135.4%
+274.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +0.9% | +1.6% | -0.8% | +0.3% |
| 30D | -1.4% | -0.8% | -0.6% | -1.2% |
| 3M | +2.3% | -3.6% | +5.9% | +3.2% |
| 6M | +15.7% | -6.9% | +22.6% | +17.7% |
| YTD | +8.6% | +6.4% | +2.2% | +5.6% |
| 1Y | +14.1% | +9.9% | +4.1% | +9.4% |
| 3Y | +87.9% | +53.1% | +34.8% | +58.4% |
| 5Y | +76.3% | +72.0% | +4.4% | +41.9% |
| 10Y | +409.7% | +131.5% | +278.2% | +238.1% |
| All | +409.7% | +135.4% | +274.3% | +238.1% |
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