-1.3%
CNC vs CP
+20.4%
-21.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | -1.0% | +2.4% | -3.4% | -1.4% |
| 30D | -1.8% | -0.5% | -1.3% | -1.8% |
| 3M | -0.7% | +1.4% | -2.1% | -1.0% |
| 6M | +47.9% | +10.3% | +37.6% | +45.1% |
| YTD | +56.9% | +24.3% | +32.6% | +50.6% |
| 1Y | +123.9% | +20.4% | +103.5% | +115.7% |
| 3Y | -1.3% | +21.8% | -23.0% | -4.3% |
| All | -1.3% | +20.4% | -21.7% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling