+160.2%
VXUS vs CNP
+339.4%
-179.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | -1.8% | -4.2% | +2.4% | -0.3% |
| 30D | -4.6% | +5.5% | -10.1% | -6.5% |
| 3M | -6.1% | +0.6% | -6.7% | -6.5% |
| 6M | -4.9% | -2.8% | -2.1% | -4.5% |
| YTD | +8.1% | +7.9% | +0.2% | +4.2% |
| 1Y | +12.1% | +6.7% | +5.4% | +8.5% |
| 3Y | +63.9% | +61.1% | +2.7% | +34.1% |
| 5Y | +43.1% | +73.0% | -29.8% | +12.7% |
| 10Y | +139.2% | +141.9% | -2.7% | +48.6% |
| All | +160.2% | +339.4% | -179.1% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling