+4,872.3%
CNC vs CNP
+526.1%
+4,346.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +2.2% | +1.3% | +0.9% | +1.9% |
| 30D | +1.6% | +3.8% | -2.2% | +0.5% |
| 3M | +7.9% | +2.4% | +5.6% | +7.1% |
| 6M | +21.2% | -1.2% | +22.4% | +21.1% |
| YTD | +73.2% | +9.3% | +63.9% | +68.4% |
| 1Y | +97.5% | +6.4% | +91.0% | +93.3% |
| 3Y | -1.2% | +66.4% | -67.6% | -14.0% |
| 5Y | -6.1% | +75.7% | -81.7% | -19.6% |
| 10Y | +181.3% | +145.1% | +36.1% | +115.5% |
| All | +4,872.3% | +526.1% | +4,346.2% | +3,054.6% |
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 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