+93.2%
COF vs CNP
+63.0%
+30.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -5.0% | +2.5% | -7.5% | -5.3% |
| 30D | -2.3% | +4.0% | -6.3% | -2.7% |
| 3M | -12.7% | +1.6% | -14.3% | -12.9% |
| 6M | +6.2% | -1.7% | +7.9% | +6.2% |
| YTD | -19.2% | +8.6% | -27.8% | -20.6% |
| 1Y | -11.5% | +5.8% | -17.3% | -12.7% |
| All | +93.2% | +63.0% | +30.2% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling