+77.9%
VUG vs CNP
+64.0%
+13.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +2.5% | +1.3% | +1.2% | +2.5% |
| 30D | -6.3% | +3.8% | -10.1% | -6.3% |
| 3M | -6.0% | +2.4% | -8.4% | -6.0% |
| 6M | -3.5% | -1.2% | -2.4% | -3.7% |
| YTD | +3.9% | +9.3% | -5.3% | +3.1% |
| 1Y | +5.1% | +6.4% | -1.3% | +4.5% |
| 3Y | +77.9% | +66.4% | +11.5% | +69.6% |
| All | +77.9% | +64.0% | +13.9% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling