+17,451.9%
COR vs CNP
+1,067.0%
+16,384.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +2.8% | +1.1% | +1.7% | +2.6% |
| 30D | +4.5% | -1.8% | +6.4% | +4.8% |
| 3M | +22.7% | -4.6% | +27.3% | +23.7% |
| 6M | -9.7% | -8.8% | -0.9% | -8.2% |
| YTD | -1.4% | +5.2% | -6.7% | -2.3% |
| 1Y | +13.9% | +8.3% | +5.6% | +12.3% |
| 3Y | +94.0% | +54.9% | +39.1% | +78.6% |
| 5Y | +184.0% | +73.5% | +110.5% | +155.8% |
| 10Y | +406.8% | +139.1% | +267.6% | +321.7% |
| All | +17,451.9% | +1,067.0% | +16,384.9% | +12,663.8% |
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