+176.4%
CNC vs ROP
+185.2%
-8.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +2.2% | +0.7% | +1.5% | +1.9% |
| 30D | +1.6% | +28.8% | -27.2% | -10.0% |
| 3M | +7.9% | +21.1% | -13.1% | -1.7% |
| 6M | +21.2% | +52.5% | -31.3% | -2.3% |
| YTD | +73.2% | +8.9% | +64.3% | +64.5% |
| 1Y | +97.5% | +8.2% | +89.2% | +88.1% |
| 3Y | -1.2% | -5.2% | +4.0% | -0.8% |
| 5Y | -6.1% | +1.7% | -7.8% | -10.8% |
| All | +176.4% | +185.2% | -8.8% | +43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling