+4,802.6%
CNC vs CP
+3,147.7%
+1,654.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -5.3% | +0.9% | -6.2% | -5.6% |
| 30D | +2.0% | +10.3% | -8.3% | -1.5% |
| 3M | +4.8% | +2.3% | +2.5% | +3.9% |
| 6M | +18.5% | +10.7% | +7.8% | +13.8% |
| YTD | +70.8% | +29.3% | +41.5% | +53.9% |
| 1Y | +94.1% | +31.5% | +62.7% | +73.9% |
| 3Y | -2.2% | +36.7% | -38.9% | -15.7% |
| 5Y | -7.4% | +26.8% | -34.2% | -19.3% |
| 10Y | +177.3% | +260.1% | -82.8% | +60.3% |
| All | +4,802.6% | +3,147.7% | +1,654.9% | +998.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling