+134.0%
CNC vs TPR
+18.2%
+115.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | +3.5% | -2.7% | +6.2% | +3.5% |
| 30D | +0.1% | -23.3% | +23.3% | -0.6% |
| 3M | +6.9% | -12.8% | +19.7% | +7.0% |
| 6M | +49.0% | -21.7% | +70.7% | +49.2% |
| YTD | +62.9% | -3.9% | +66.8% | +61.3% |
| 1Y | +134.0% | +16.9% | +117.1% | +130.8% |
| All | +134.0% | +18.2% | +115.8% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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