+4,405.6%
CNC vs BP
+243.6%
+4,162.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -4.4% |
| 7D | -1.0% | +0.9% | -1.9% | -1.3% |
| 30D | -1.8% | +9.1% | -10.9% | -4.6% |
| 3M | -0.7% | +3.9% | -4.6% | -2.5% |
| 6M | +47.9% | +13.6% | +34.3% | +41.0% |
| YTD | +56.9% | +34.0% | +22.9% | +41.5% |
| 1Y | +123.9% | +39.2% | +84.8% | +99.2% |
| 3Y | -1.3% | +36.4% | -37.7% | -14.0% |
| 5Y | +2.8% | +135.8% | -133.0% | -28.2% |
| 10Y | +90.9% | +125.0% | -34.2% | +26.9% |
| All | +4,405.6% | +243.6% | +4,162.0% | +1,844.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling