+192.5%
COP vs CNC
+3.0%
+189.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -0.5% | -4.9% | +4.4% | -0.1% |
| 30D | +11.7% | -3.8% | +15.5% | +12.0% |
| 3M | +17.7% | -3.2% | +20.9% | +17.8% |
| 6M | +18.3% | +47.9% | -29.6% | +14.5% |
| YTD | +49.1% | +55.7% | -6.6% | +43.6% |
| 1Y | +53.3% | +106.2% | -52.9% | +44.5% |
| 3Y | +22.2% | -2.1% | +24.2% | +19.4% |
| All | +192.5% | +3.0% | +189.5% | +178.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling