+3.4%
CNC vs COO
-44.2%
+47.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.2% | +5.4% | +0.7% |
| 7D | -4.9% | -9.0% | +4.1% | -2.7% |
| 30D | -3.8% | -16.8% | +13.1% | +0.5% |
| 3M | -3.2% | -7.5% | +4.2% | -1.7% |
| 6M | +47.9% | -16.3% | +64.2% | +54.1% |
| YTD | +55.7% | -22.5% | +78.2% | +65.5% |
| 1Y | +106.2% | -7.0% | +113.2% | +108.4% |
| 3Y | -2.1% | -27.5% | +25.4% | +3.8% |
| 5Y | +3.4% | -43.3% | +46.7% | +10.9% |
| All | +3.4% | -44.2% | +47.6% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling