+9.5%
CNC vs ROP
-16.6%
+26.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.5% | +2.2% |
| 7D | -3.9% | -8.0% | +4.1% | -1.1% |
| 30D | +0.8% | -2.7% | +3.5% | +1.7% |
| 3M | +0.1% | +16.6% | -16.5% | -5.9% |
| 6M | +79.7% | +10.4% | +69.3% | +72.0% |
| YTD | +58.9% | -12.1% | +71.0% | +65.8% |
| 1Y | +109.1% | -23.6% | +132.8% | +130.3% |
| 3Y | 0.0% | -19.3% | +19.3% | +7.1% |
| 5Y | +9.5% | -15.4% | +24.9% | +10.2% |
| All | +9.5% | -16.6% | +26.1% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling