+94.9%
CNC vs BP
+40.7%
+54.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | -0.9% | +5.2% | -6.2% | -1.4% |
| 30D | -1.0% | +8.7% | -9.7% | -1.9% |
| 3M | +4.5% | +9.3% | -4.8% | +3.8% |
| 6M | +85.2% | +13.6% | +71.6% | +82.4% |
| YTD | +61.4% | +37.7% | +23.7% | +53.3% |
| 1Y | +94.9% | +40.6% | +54.3% | +82.7% |
| All | +94.9% | +40.7% | +54.2% | +82.7% |
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