-3.6%
CNC vs CNP
+52.2%
-55.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -4.9% | +0.7% | -5.5% | -5.0% |
| 30D | -3.8% | -0.1% | -3.7% | -3.8% |
| 3M | -3.2% | -5.6% | +2.4% | -1.9% |
| 6M | +47.9% | -7.5% | +55.4% | +50.5% |
| YTD | +55.7% | +5.5% | +50.2% | +52.4% |
| 1Y | +106.2% | +8.3% | +97.9% | +100.0% |
| All | -3.6% | +52.2% | -55.7% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling