-5.9%
CNC vs IP
-12.0%
+6.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.1% |
| 7D | +1.9% | -5.1% | +6.9% | +2.4% |
| 30D | +7.3% | +8.5% | -1.2% | +6.3% |
| 3M | +8.6% | -13.8% | +22.5% | +10.3% |
| 6M | +26.0% | +5.7% | +20.3% | +24.7% |
| YTD | +69.5% | -9.1% | +78.6% | +69.6% |
| 1Y | +88.0% | -0.8% | +88.8% | +85.8% |
| 3Y | -2.9% | +14.8% | -17.7% | -9.9% |
| All | -5.9% | -12.0% | +6.1% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling