-8.6%
COF vs CNP
+6.8%
-15.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | -3.4% | +1.3% | -4.7% | -3.3% |
| 30D | +0.4% | +3.8% | -3.4% | +0.8% |
| 3M | -12.5% | +2.4% | -14.9% | -12.5% |
| 6M | +8.3% | -1.2% | +9.5% | +8.1% |
| YTD | -18.6% | +9.3% | -27.8% | -16.7% |
| 1Y | -8.6% | +6.4% | -15.1% | -8.4% |
| All | -8.6% | +6.8% | -15.5% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling