+110.5%
CNC vs CNP
+8.7%
+101.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -3.5% | +16.1% | +12.6% |
| 7D | +13.4% | -1.3% | +14.7% | +13.0% |
| 30D | +18.2% | +8.7% | +9.5% | +16.7% |
| 3M | +18.6% | -0.7% | +19.3% | +17.7% |
| 6M | +41.9% | -4.2% | +46.1% | +41.8% |
| YTD | +84.7% | +8.9% | +75.8% | +87.4% |
| 1Y | +110.5% | +8.3% | +102.1% | +114.6% |
| All | +110.5% | +8.7% | +101.8% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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