+92.2%
CNC vs COO
+17.5%
+74.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -14.7% | +16.8% | +7.5% |
| 7D | -3.9% | -23.3% | +19.5% | +5.4% |
| 30D | +0.8% | -29.5% | +30.3% | +14.1% |
| 3M | +0.1% | -20.0% | +20.1% | +7.5% |
| 6M | +79.7% | -27.2% | +106.9% | +99.2% |
| YTD | +58.9% | -33.9% | +92.8% | +83.1% |
| 1Y | +109.1% | -19.9% | +129.1% | +122.0% |
| 3Y | 0.0% | -38.1% | +38.1% | +13.5% |
| 5Y | +9.5% | -52.0% | +61.5% | +38.2% |
| All | +92.2% | +17.5% | +74.7% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded COO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling