+134.0%
CNC vs ROP
-21.5%
+155.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.1% | -0.4% |
| 7D | +3.5% | -4.4% | +8.0% | +4.9% |
| 30D | +0.1% | +3.2% | -3.2% | -0.9% |
| 3M | +6.9% | +23.1% | -16.1% | -1.1% |
| 6M | +49.0% | +13.3% | +35.7% | +43.3% |
| YTD | +62.9% | -7.9% | +70.8% | +75.7% |
| 1Y | +134.0% | -22.1% | +156.1% | +195.3% |
| All | +134.0% | -21.5% | +155.5% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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