+176.4%
CNC vs TPR
+364.3%
-187.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +1.6% | +15.1% | -13.5% | -1.2% |
| 3M | +7.9% | +3.5% | +4.4% | +7.0% |
| 6M | +21.2% | +0.4% | +20.7% | +19.9% |
| YTD | +73.2% | +4.6% | +68.6% | +68.2% |
| 1Y | +97.5% | +33.1% | +64.4% | +82.5% |
| 3Y | -1.2% | +396.0% | -397.2% | -34.2% |
| 5Y | -6.1% | +230.3% | -236.3% | -33.9% |
| All | +176.4% | +364.3% | -187.9% | +56.9% |
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