+17,590.3%
COR vs CNP
+1,096.1%
+16,494.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.1% |
| 7D | +0.8% | -4.2% | +5.0% | +1.6% |
| 30D | +5.1% | +5.5% | -0.4% | +4.1% |
| 3M | +2.8% | +0.6% | +2.3% | +2.6% |
| 6M | +32.5% | -2.8% | +35.4% | +33.1% |
| YTD | -0.7% | +7.9% | -8.5% | -2.1% |
| 1Y | -6.7% | +6.7% | -13.4% | -7.8% |
| 3Y | +73.7% | +61.1% | +12.6% | +58.8% |
| 5Y | +177.9% | +73.0% | +104.9% | +150.3% |
| 10Y | +533.8% | +141.9% | +391.9% | +425.9% |
| All | +17,590.3% | +1,096.1% | +16,494.2% | +12,697.8% |
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