+91.7%
CNC vs TPR
+299.5%
-207.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.2% |
| 7D | -4.9% | -7.3% | +2.4% | -3.5% |
| 30D | -3.8% | -30.7% | +27.0% | +2.7% |
| 3M | -3.2% | -21.6% | +18.4% | +0.6% |
| 6M | +47.9% | -21.3% | +69.2% | +52.7% |
| YTD | +55.7% | -10.2% | +65.8% | +55.8% |
| 1Y | +106.2% | +9.5% | +96.7% | +97.5% |
| 3Y | -2.1% | +280.8% | -282.9% | -31.2% |
| 5Y | +3.4% | +218.7% | -215.3% | -27.6% |
| 10Y | +91.7% | +306.7% | -215.0% | +10.1% |
| All | +91.7% | +299.5% | -207.8% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling