+944.4%
CNP vs TCOM
+2,843.2%
-1,898.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +2.5% | -1.4% | +3.8% | +2.6% |
| 30D | +4.0% | +11.5% | -7.5% | +2.9% |
| 3M | +1.6% | -5.2% | +6.8% | +2.1% |
| 6M | -1.7% | -16.9% | +15.2% | -0.2% |
| YTD | +8.6% | -39.9% | +48.5% | +13.4% |
| 1Y | +5.8% | -42.1% | +47.9% | +10.9% |
| 3Y | +63.0% | +28.0% | +35.0% | +54.2% |
| 5Y | +74.7% | +40.4% | +34.3% | +57.4% |
| 10Y | +143.7% | +5.6% | +138.1% | +118.1% |
| All | +944.4% | +2,843.2% | -1,898.8% | +509.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling