+5,156.8%
COF vs CNP
+1,313.8%
+3,842.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -5.0% | +2.5% | -7.5% | -5.8% |
| 30D | -2.3% | +4.0% | -6.3% | -3.5% |
| 3M | -12.7% | +1.6% | -14.3% | -13.2% |
| 6M | +6.2% | -1.7% | +7.9% | +6.4% |
| YTD | -19.2% | +8.6% | -27.8% | -21.8% |
| 1Y | -11.5% | +5.8% | -17.3% | -13.7% |
| 3Y | +92.8% | +63.0% | +29.8% | +62.1% |
| 5Y | +34.3% | +74.7% | -40.3% | +10.2% |
| 10Y | +183.0% | +143.7% | +39.3% | +107.7% |
| All | +5,156.8% | +1,313.8% | +3,842.9% | +2,831.4% |
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 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