+33.4%
VWO vs CNP
+66.3%
-32.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | -1.7% | -2.2% | +0.4% | -1.4% |
| 30D | -0.3% | -2.1% | +1.8% | 0.0% |
| 3M | +4.0% | -7.9% | +11.9% | +5.1% |
| 6M | +8.1% | -8.3% | +16.4% | +9.3% |
| YTD | +11.6% | +3.8% | +7.9% | +10.3% |
| 1Y | +16.2% | +5.9% | +10.4% | +14.3% |
| 3Y | +63.3% | +49.3% | +14.0% | +49.1% |
| 5Y | +33.4% | +69.3% | -35.9% | +21.5% |
| All | +33.4% | +66.3% | -32.9% | +21.5% |
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