+4,577.2%
CNC vs IP
+144.9%
+4,432.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.1% |
| 7D | +3.5% | -5.3% | +8.8% | +5.1% |
| 30D | +0.1% | -10.9% | +10.9% | +3.4% |
| 3M | +6.9% | +11.2% | -4.2% | +2.4% |
| 6M | +49.0% | -10.2% | +59.2% | +50.8% |
| YTD | +62.9% | -2.0% | +64.9% | +59.5% |
| 1Y | +134.0% | -19.1% | +153.1% | +141.6% |
| 3Y | +9.4% | +20.9% | -11.4% | -5.1% |
| 5Y | +4.1% | -17.8% | +22.0% | +0.5% |
| 10Y | +95.4% | +23.5% | +71.9% | +57.6% |
| All | +4,577.2% | +144.9% | +4,432.3% | +2,683.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling