+2.8%
CNC vs TPR
+230.0%
-227.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | +0.1% | -3.4% |
| 7D | -1.0% | -3.4% | +2.4% | -0.8% |
| 30D | -1.8% | -27.3% | +25.5% | +0.2% |
| 3M | -0.7% | -16.2% | +15.5% | +0.3% |
| 6M | +47.9% | -17.9% | +65.8% | +49.3% |
| YTD | +56.9% | -7.1% | +64.1% | +56.3% |
| 1Y | +123.9% | +13.6% | +110.3% | +118.5% |
| 3Y | -1.3% | +293.7% | -295.0% | -16.7% |
| 5Y | +2.8% | +239.1% | -236.3% | -13.3% |
| All | +2.8% | +230.0% | -227.2% | -13.3% |
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