+4,817.2%
CNC vs TPR
+4,867.1%
-49.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | -7.3% | +6.4% | -13.7% | -8.9% |
| 30D | +5.2% | +13.8% | -8.6% | +1.6% |
| 3M | +8.6% | -16.6% | +25.3% | +12.9% |
| 6M | +25.1% | +0.7% | +24.4% | +23.1% |
| YTD | +71.3% | +5.3% | +65.9% | +64.4% |
| 1Y | +99.3% | +32.4% | +67.0% | +79.8% |
| 3Y | -1.9% | +406.4% | -408.3% | -41.8% |
| 5Y | -6.4% | +227.9% | -234.3% | -40.4% |
| 10Y | +178.1% | +371.7% | -193.6% | +37.3% |
| All | +4,817.2% | +4,867.1% | -49.9% | +1,184.1% |
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 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