+7.2%
CNC vs BP
+137.3%
-130.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.0% |
| 7D | -4.9% | +4.0% | -8.9% | -5.3% |
| 30D | -3.8% | +7.8% | -11.6% | -4.6% |
| 3M | -3.2% | +8.4% | -11.6% | -4.3% |
| 6M | +47.9% | +15.1% | +32.8% | +45.2% |
| YTD | +55.7% | +36.4% | +19.3% | +49.6% |
| 1Y | +106.2% | +40.9% | +65.3% | +97.3% |
| 3Y | -2.1% | +38.8% | -40.9% | -6.7% |
| All | +7.2% | +137.3% | -130.0% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling