+100.1%
CNC vs IP
-2.1%
+102.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -1.9% |
| 7D | +3.0% | -3.0% | +6.1% | +3.2% |
| 30D | +4.9% | +10.6% | -5.8% | +4.2% |
| 3M | +4.2% | -13.6% | +17.8% | +5.1% |
| 6M | +22.5% | +10.4% | +12.1% | +21.8% |
| YTD | +66.6% | -6.5% | +73.0% | +63.9% |
| All | +100.1% | -2.1% | +102.2% | +92.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling