+176.4%
CNC vs COO
+41.1%
+135.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +1.6% | +14.2% | -12.6% | -3.1% |
| 3M | +7.9% | -18.2% | +26.1% | +15.4% |
| 6M | +21.2% | +5.3% | +15.8% | +16.8% |
| YTD | +73.2% | -23.6% | +96.8% | +88.7% |
| 1Y | +97.5% | -12.7% | +110.2% | +103.8% |
| 3Y | -1.2% | -24.2% | +23.0% | +3.6% |
| 5Y | -6.1% | -40.0% | +33.9% | +7.8% |
| All | +176.4% | +41.1% | +135.3% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling