+45.4%
COF vs CNP
+66.3%
-20.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.3% |
| 7D | -6.1% | -2.2% | -3.9% | -5.4% |
| 30D | -5.2% | -2.1% | -3.1% | -4.6% |
| 3M | +17.0% | -7.9% | +24.9% | +19.9% |
| 6M | +12.9% | -8.3% | +21.2% | +15.6% |
| YTD | -13.5% | +3.8% | -17.3% | -15.6% |
| 1Y | -5.9% | +5.9% | -11.7% | -9.0% |
| 3Y | +117.1% | +49.3% | +67.8% | +77.5% |
| 5Y | +45.4% | +69.3% | -23.9% | +9.5% |
| All | +45.4% | +66.3% | -20.9% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling