+100.0%
CNC vs IP
+23.4%
+76.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.0% |
| 7D | +3.5% | -5.3% | +8.8% | +5.0% |
| 30D | +0.1% | -10.9% | +10.9% | +3.2% |
| 3M | +6.9% | +11.2% | -4.2% | +2.7% |
| 6M | +49.0% | -10.2% | +59.2% | +51.1% |
| YTD | +62.9% | -2.0% | +64.9% | +59.7% |
| 1Y | +134.0% | -19.1% | +153.1% | +142.0% |
| 3Y | +9.4% | +20.9% | -11.4% | -7.4% |
| 5Y | +4.1% | -17.8% | +22.0% | +1.4% |
| All | +100.0% | +23.4% | +76.6% | +52.3% |
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