+62.5%
VUG vs CNP
+74.5%
-12.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +2.5% | +1.3% | +1.2% | +2.2% |
| 30D | -6.3% | +3.8% | -10.1% | -7.1% |
| 3M | -6.0% | +2.4% | -8.4% | -6.7% |
| 6M | -3.5% | -1.2% | -2.4% | -3.7% |
| YTD | +3.9% | +9.3% | -5.3% | +0.5% |
| 1Y | +5.1% | +6.4% | -1.3% | +2.4% |
| 3Y | +77.9% | +66.4% | +11.5% | +45.4% |
| All | +62.5% | +74.5% | -12.0% | +30.3% |
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