+5,862.7%
COF vs CNP
+1,269.7%
+4,593.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +1.8% | +1.1% | +0.7% | +1.5% |
| 30D | -0.6% | -1.8% | +1.3% | -0.1% |
| 3M | +20.3% | -4.6% | +24.9% | +21.8% |
| 6M | +13.0% | -8.8% | +21.9% | +15.9% |
| YTD | -8.3% | +5.2% | -13.6% | -10.3% |
| 1Y | -1.5% | +8.3% | -9.8% | -4.6% |
| 3Y | +122.3% | +54.9% | +67.4% | +89.8% |
| 5Y | +52.5% | +73.5% | -21.0% | +25.4% |
| 10Y | +264.9% | +139.1% | +125.8% | +169.6% |
| All | +5,862.7% | +1,269.7% | +4,593.1% | +3,261.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling