+1,860.4%
CNP vs COO
+5,356.1%
-3,495.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.8% |
| 7D | -4.2% | +4.7% | -8.9% | -4.5% |
| 30D | +5.5% | +13.9% | -8.4% | +4.6% |
| 3M | +0.6% | -14.9% | +15.5% | +1.4% |
| 6M | -2.8% | +2.0% | -4.9% | -3.2% |
| YTD | +7.9% | -23.9% | +31.8% | +9.4% |
| 1Y | +6.7% | -9.6% | +16.3% | +7.0% |
| 3Y | +61.1% | -25.4% | +86.6% | +62.8% |
| 5Y | +73.0% | -41.2% | +114.1% | +76.7% |
| 10Y | +141.9% | +42.1% | +99.8% | +136.5% |
| All | +1,860.4% | +5,356.1% | -3,495.7% | +1,715.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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