+113.0%
VWO vs CNP
+137.0%
-24.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.8% | -1.4% | -0.4% | -1.4% |
| 30D | -0.1% | -2.9% | +2.8% | +0.7% |
| 3M | +2.2% | -7.5% | +9.8% | +4.2% |
| 6M | +8.8% | -7.9% | +16.6% | +10.8% |
| YTD | +12.4% | +3.7% | +8.6% | +10.5% |
| 1Y | +15.6% | +4.6% | +11.0% | +13.3% |
| 3Y | +62.5% | +49.1% | +13.4% | +41.9% |
| 5Y | +34.3% | +69.2% | -35.0% | +11.3% |
| All | +113.0% | +137.0% | -24.0% | +37.3% |
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 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