-16.6%
CCI vs CNP
+9.1%
-25.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.5% |
| 7D | -0.3% | +0.7% | -0.9% | -0.6% |
| 30D | +2.1% | -0.1% | +2.2% | +2.1% |
| 3M | -17.8% | -5.6% | -12.2% | -15.3% |
| 6M | -14.2% | -7.5% | -6.7% | -10.6% |
| YTD | -13.3% | +5.5% | -18.8% | -15.9% |
| 1Y | -16.6% | +8.3% | -25.0% | -18.6% |
| All | -16.6% | +9.1% | -25.8% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling