+1,090.4%
CCI vs CNP
+549.1%
+541.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.4% |
| 7D | +3.2% | -3.0% | +6.2% | +4.0% |
| 30D | +12.2% | +6.8% | +5.4% | +10.0% |
| 3M | +23.1% | +3.6% | +19.5% | +21.7% |
| 6M | +1.3% | 0.0% | +1.3% | +1.1% |
| YTD | +4.5% | +9.4% | -4.9% | +1.7% |
| 1Y | +2.3% | +6.8% | -4.5% | +0.3% |
| 3Y | +9.8% | +64.2% | -54.4% | -4.7% |
| 5Y | -36.5% | +76.0% | -112.5% | -45.7% |
| 10Y | +64.7% | +143.3% | -78.6% | +24.8% |
| All | +1,090.4% | +549.1% | +541.3% | +522.2% |
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