+4,577.2%
CNC vs TPR
+4,449.9%
+127.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +3.5% | -2.3% | +5.8% | +4.2% |
| 30D | +0.1% | -23.0% | +23.0% | +6.4% |
| 3M | +6.9% | -12.5% | +19.4% | +9.6% |
| 6M | +49.0% | -21.4% | +70.4% | +55.8% |
| YTD | +62.9% | -3.5% | +66.4% | +60.3% |
| 1Y | +134.0% | +17.4% | +116.6% | +117.5% |
| 3Y | +9.4% | +291.3% | -281.8% | -30.3% |
| 5Y | +4.1% | +241.9% | -237.8% | -34.9% |
| 10Y | +95.4% | +322.7% | -227.3% | -0.5% |
| All | +4,577.2% | +4,449.9% | +127.3% | +1,152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling