+153.6%
CNC vs IP
+31.6%
+122.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -2.5% |
| 7D | +3.0% | -3.0% | +6.1% | +3.8% |
| 30D | +4.9% | +10.6% | -5.8% | +1.8% |
| 3M | +4.2% | -13.6% | +17.8% | +8.0% |
| 6M | +22.5% | +10.4% | +12.1% | +17.3% |
| YTD | +66.6% | -6.5% | +73.0% | +65.0% |
| 1Y | +82.5% | -2.1% | +84.6% | +78.0% |
| 3Y | -4.1% | +22.0% | -26.1% | -19.8% |
| 5Y | -8.3% | -9.7% | +1.4% | -15.2% |
| 10Y | +153.6% | +26.8% | +126.8% | +67.3% |
| All | +153.6% | +31.6% | +122.0% | +67.3% |
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