+491.1%
COR vs CNP
+146.5%
+344.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | +7.6% | +1.3% | +6.3% | +7.2% |
| 30D | +6.8% | +3.8% | +3.0% | +5.4% |
| 3M | +16.0% | +2.4% | +13.7% | +14.9% |
| 6M | +41.0% | -1.2% | +42.2% | +41.2% |
| YTD | +6.9% | +9.3% | -2.3% | +3.7% |
| 1Y | -1.0% | +6.4% | -7.4% | -3.2% |
| 3Y | +84.6% | +66.4% | +18.3% | +54.4% |
| 5Y | +203.3% | +75.7% | +127.6% | +147.1% |
| All | +491.1% | +146.5% | +344.6% | +317.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling