+4,577.2%
CNC vs CNP
+503.0%
+4,074.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.2% |
| 7D | +3.5% | +1.1% | +2.4% | +3.2% |
| 30D | +0.1% | -1.8% | +1.9% | +0.5% |
| 3M | +6.9% | -4.6% | +11.6% | +8.0% |
| 6M | +49.0% | -8.8% | +57.9% | +52.2% |
| YTD | +62.9% | +5.2% | +57.7% | +60.3% |
| 1Y | +134.0% | +8.3% | +125.7% | +128.4% |
| 3Y | +9.4% | +54.9% | -45.5% | -3.0% |
| 5Y | +4.1% | +73.5% | -69.4% | -10.4% |
| 10Y | +95.4% | +139.1% | -43.7% | +51.3% |
| All | +4,577.2% | +503.0% | +4,074.2% | +2,901.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling