-6.7%
CNC vs TPR
+255.4%
-262.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.0% | -5.9% |
| 7D | +1.9% | +14.2% | -12.3% | +0.9% |
| 30D | +7.3% | +17.1% | -9.8% | +6.1% |
| 3M | +8.6% | -17.7% | +26.3% | +9.8% |
| 6M | +26.0% | -10.2% | +36.2% | +26.5% |
| YTD | +69.5% | +4.9% | +64.6% | +67.3% |
| 1Y | +88.0% | +36.1% | +51.8% | +81.0% |
| 3Y | -2.9% | +416.5% | -419.4% | -19.3% |
| All | -6.7% | +255.4% | -262.1% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling