+110.5%
CNC vs BP
+35.3%
+75.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -4.2% | +16.8% | +12.6% |
| 7D | +13.4% | -8.4% | +21.8% | +13.6% |
| 30D | +18.2% | +2.2% | +16.0% | +18.0% |
| 3M | +18.6% | +8.8% | +9.8% | +18.0% |
| 6M | +41.9% | -0.5% | +42.4% | +43.1% |
| YTD | +84.7% | +36.2% | +48.5% | +84.5% |
| 1Y | +110.5% | +36.6% | +73.9% | +115.5% |
| All | +110.5% | +35.3% | +75.2% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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