+88.3%
CNC vs CPB
-43.0%
+131.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -4.9% | -8.0% | +3.1% | -3.2% |
| 30D | -3.8% | -2.4% | -1.4% | -3.4% |
| 3M | -3.2% | +0.5% | -3.8% | -3.7% |
| 6M | +47.9% | -10.5% | +58.3% | +50.9% |
| YTD | +55.7% | -17.5% | +73.2% | +61.2% |
| 1Y | +106.2% | -31.0% | +137.3% | +122.2% |
| 3Y | -2.1% | -40.6% | +38.6% | +8.2% |
| 5Y | +3.4% | -37.7% | +41.1% | +12.4% |
| All | +88.3% | -43.0% | +131.3% | +113.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling