+134.0%
CNC vs CPB
-32.6%
+166.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +1.9% | -1.3% |
| 7D | +3.5% | -8.6% | +12.1% | +3.9% |
| 30D | +0.1% | -7.2% | +7.3% | +0.4% |
| 3M | +6.9% | +0.9% | +6.0% | +7.4% |
| 6M | +49.0% | -11.8% | +60.8% | +49.1% |
| YTD | +62.9% | -19.4% | +82.3% | +60.9% |
| 1Y | +134.0% | -30.4% | +164.4% | +130.9% |
| All | +134.0% | -32.6% | +166.6% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling