+91.7%
CNC vs CP
+224.3%
-132.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | -4.9% | +0.6% | -5.5% | -5.1% |
| 30D | -3.8% | -0.5% | -3.3% | -3.7% |
| 3M | -3.2% | +0.1% | -3.3% | -3.5% |
| 6M | +47.9% | +7.8% | +40.1% | +42.3% |
| YTD | +55.7% | +22.9% | +32.8% | +40.8% |
| 1Y | +106.2% | +21.3% | +84.9% | +87.6% |
| 3Y | -2.1% | +20.4% | -22.4% | -13.5% |
| 5Y | +3.4% | +34.9% | -31.5% | -16.8% |
| 10Y | +91.7% | +233.3% | -141.7% | -12.0% |
| All | +91.7% | +224.3% | -132.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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