+95.2%
CNC vs BP
+137.7%
-42.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | +5.2% | -6.2% | -2.2% |
| 30D | -1.0% | +8.7% | -9.7% | -3.1% |
| 3M | +4.5% | +9.3% | -4.8% | +1.8% |
| 6M | +85.2% | +13.6% | +71.6% | +78.3% |
| YTD | +61.4% | +37.7% | +23.7% | +47.5% |
| 1Y | +94.9% | +40.6% | +54.3% | +76.9% |
| 3Y | 0.0% | +40.3% | -40.3% | -11.0% |
| 5Y | +11.2% | +141.4% | -130.2% | -19.2% |
| All | +95.2% | +137.7% | -42.5% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling