+3.4%
CNC vs CNP
+70.6%
-67.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -4.9% | +0.7% | -5.5% | -5.1% |
| 30D | -3.8% | -0.1% | -3.7% | -3.8% |
| 3M | -3.2% | -5.6% | +2.4% | -1.4% |
| 6M | +47.9% | -7.5% | +55.4% | +51.7% |
| YTD | +55.7% | +5.5% | +50.2% | +51.2% |
| 1Y | +106.2% | +8.3% | +97.9% | +97.8% |
| 3Y | -2.1% | +51.8% | -53.8% | -18.7% |
| 5Y | +3.4% | +69.9% | -66.5% | -18.3% |
| All | +3.4% | +70.6% | -67.2% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling