+338.5%
COP vs CNC
+99.9%
+238.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | -0.1% |
| 7D | +2.3% | -0.9% | +3.2% | +2.5% |
| 30D | +8.6% | -1.0% | +9.6% | +8.7% |
| 3M | +19.9% | +4.5% | +15.3% | +18.3% |
| 6M | +19.0% | +85.2% | -66.2% | +3.6% |
| YTD | +50.0% | +61.4% | -11.4% | +33.4% |
| 1Y | +50.5% | +94.9% | -44.4% | +27.5% |
| 3Y | +25.2% | 0.0% | +25.2% | +16.6% |
| 5Y | +194.3% | +11.2% | +183.1% | +155.4% |
| All | +338.5% | +99.9% | +238.6% | +258.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling