+176.4%
CNC vs CP
+257.3%
-80.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +2.2% | +2.1% | 0.0% | +1.2% |
| 30D | +1.6% | +9.3% | -7.7% | -2.1% |
| 3M | +7.9% | +0.5% | +7.5% | +7.6% |
| 6M | +21.2% | +10.4% | +10.8% | +15.9% |
| YTD | +73.2% | +28.7% | +44.5% | +53.9% |
| 1Y | +97.5% | +33.2% | +64.3% | +72.9% |
| 3Y | -1.2% | +38.4% | -39.6% | -17.9% |
| 5Y | -6.1% | +26.2% | -32.2% | -20.7% |
| All | +176.4% | +257.3% | -80.9% | +32.9% |
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