-6.5%
CNC vs CP
+25.5%
-32.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +4.0% | +2.8% | +1.2% | +3.4% |
| 30D | +7.4% | +11.0% | -3.7% | +4.6% |
| 3M | +5.4% | +3.8% | +1.6% | +4.4% |
| 6M | +25.4% | +9.5% | +15.9% | +22.4% |
| YTD | +70.6% | +28.2% | +42.4% | +59.1% |
| 1Y | +104.9% | +33.0% | +72.0% | +89.3% |
| 3Y | -2.3% | +35.5% | -37.9% | -12.1% |
| 5Y | -6.5% | +25.8% | -32.3% | -16.1% |
| All | -6.5% | +25.5% | -32.0% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling