+69.3%
CCI vs CNP
+146.5%
-77.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | +2.5% | +1.3% | +1.2% | +1.9% |
| 30D | +14.4% | +3.8% | +10.6% | +12.3% |
| 3M | +21.7% | +2.4% | +19.3% | +20.1% |
| 6M | +4.0% | -1.2% | +5.2% | +4.2% |
| YTD | +6.2% | +9.3% | -3.1% | +1.8% |
| 1Y | +5.4% | +6.4% | -1.0% | +2.1% |
| 3Y | +11.7% | +66.4% | -54.6% | -11.3% |
| 5Y | -35.6% | +75.7% | -111.3% | -49.6% |
| All | +69.3% | +146.5% | -77.2% | +5.5% |
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 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