+172.5%
CNC vs IP
+19.1%
+153.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.3% |
| 7D | -5.3% | -0.9% | -4.4% | -5.1% |
| 30D | +2.0% | +6.7% | -4.6% | +0.1% |
| 3M | +4.8% | -16.6% | +21.3% | +9.7% |
| 6M | +18.5% | +6.0% | +12.5% | +14.7% |
| YTD | +70.8% | -10.7% | +81.4% | +71.2% |
| 1Y | +94.1% | -6.7% | +100.8% | +91.8% |
| 3Y | -2.2% | +17.1% | -19.4% | -17.4% |
| 5Y | -7.4% | -14.6% | +7.2% | -12.9% |
| All | +172.5% | +19.1% | +153.4% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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