+60.7%
COP vs CNC
+122.0%
-61.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +12.6% | -17.8% | -5.7% |
| 7D | -8.1% | +13.4% | -21.5% | -8.6% |
| 30D | +6.7% | +18.2% | -11.6% | +5.7% |
| 3M | +16.9% | +18.6% | -1.8% | +15.7% |
| 6M | +11.2% | +41.9% | -30.7% | +8.3% |
| YTD | +49.5% | +84.7% | -35.2% | +43.4% |
| 1Y | +60.7% | +110.5% | -49.8% | +56.0% |
| All | +60.7% | +122.0% | -61.3% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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