+4,681.9%
CNC vs CP
+3,128.1%
+1,553.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.5% |
| 7D | +3.0% | +2.8% | +0.2% | +2.1% |
| 30D | +4.9% | +11.3% | -6.5% | +0.9% |
| 3M | +4.2% | +2.9% | +1.4% | +3.1% |
| 6M | +22.5% | +9.8% | +12.7% | +18.0% |
| YTD | +66.6% | +28.5% | +38.0% | +50.5% |
| 1Y | +82.5% | +33.5% | +49.0% | +62.6% |
| 3Y | -4.1% | +31.9% | -36.0% | -16.1% |
| 5Y | -8.3% | +25.5% | -33.8% | -19.8% |
| 10Y | +153.6% | +257.6% | -104.0% | +47.1% |
| All | +4,681.9% | +3,128.1% | +1,553.7% | +974.2% |
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