+94.9%
CNC vs ROP
-23.7%
+118.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.9% | -4.6% | +3.7% | +0.5% |
| 30D | -1.0% | -1.7% | +0.7% | -0.5% |
| 3M | +4.5% | +17.1% | -12.5% | -1.8% |
| 6M | +85.2% | +10.9% | +74.4% | +77.9% |
| YTD | +61.4% | -12.1% | +73.5% | +76.2% |
| 1Y | +94.9% | -24.2% | +119.1% | +141.5% |
| All | +94.9% | -23.7% | +118.6% | +141.5% |
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