+95.2%
CNC vs ROP
+135.6%
-40.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.9% | -4.6% | +3.7% | +1.3% |
| 30D | -1.0% | -1.7% | +0.7% | -0.2% |
| 3M | +4.5% | +17.1% | -12.5% | -4.1% |
| 6M | +85.2% | +10.9% | +74.4% | +73.9% |
| YTD | +61.4% | -12.1% | +73.5% | +69.9% |
| 1Y | +94.9% | -24.2% | +119.1% | +121.0% |
| 3Y | 0.0% | -20.4% | +20.4% | +8.9% |
| 5Y | +11.2% | -15.4% | +26.6% | +14.8% |
| All | +95.2% | +135.6% | -40.4% | +19.1% |
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