+110.5%
CNC vs TPR
+20.9%
+89.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.5% | +9.1% | +12.7% |
| 7D | +13.4% | +12.6% | +0.7% | +13.8% |
| 30D | +18.2% | +7.1% | +11.1% | +18.4% |
| 3M | +18.6% | -19.4% | +38.0% | +16.7% |
| 6M | +41.9% | -9.7% | +51.6% | +42.2% |
| YTD | +84.7% | -1.0% | +85.7% | +85.5% |
| 1Y | +110.5% | +19.3% | +91.2% | +112.8% |
| All | +110.5% | +20.9% | +89.6% | +112.8% |
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