+4,405.6%
CNC vs ROP
+1,953.5%
+2,452.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -2.4% |
| 7D | -1.0% | -5.4% | +4.4% | +1.5% |
| 30D | -1.8% | -1.6% | -0.2% | -1.2% |
| 3M | -0.7% | +18.8% | -19.5% | -8.8% |
| 6M | +47.9% | +8.2% | +39.7% | +41.5% |
| YTD | +56.9% | -10.5% | +67.4% | +62.7% |
| 1Y | +123.9% | -23.7% | +147.7% | +149.1% |
| 3Y | -1.3% | -17.9% | +16.6% | +5.1% |
| 5Y | +2.8% | -15.3% | +18.1% | +6.3% |
| 10Y | +90.9% | +133.4% | -42.5% | +23.6% |
| All | +4,405.6% | +1,953.5% | +2,452.1% | +1,016.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling