+201.4%
B vs CNC
+99.9%
+101.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | +6.3% | -1.0% | +7.3% | +6.4% |
| 3M | +12.1% | +4.5% | +7.6% | +11.8% |
| 6M | -3.1% | +85.2% | -88.3% | -6.3% |
| YTD | +2.0% | +61.4% | -59.5% | -0.8% |
| 1Y | +51.7% | +94.9% | -43.2% | +46.0% |
| 3Y | +190.5% | 0.0% | +190.5% | +185.9% |
| 5Y | +158.0% | +11.2% | +146.8% | +152.2% |
| All | +201.4% | +99.9% | +101.5% | +195.9% |
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