+132.5%
CNP vs TCOM
-10.5%
+143.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.5% |
| 7D | -2.2% | -6.5% | +4.4% | -1.6% |
| 30D | -2.1% | -16.2% | +14.2% | -0.6% |
| 3M | -7.9% | -19.3% | +11.4% | -6.4% |
| 6M | -8.3% | -27.2% | +18.9% | -6.0% |
| YTD | +3.8% | -46.2% | +50.0% | +9.0% |
| 1Y | +5.9% | -46.6% | +52.5% | +11.1% |
| 3Y | +49.3% | +8.4% | +40.9% | +42.9% |
| 5Y | +69.3% | +25.8% | +43.5% | +53.7% |
| All | +132.5% | -10.5% | +143.1% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling