+214.8%
B vs CNC
+177.3%
+37.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.7% |
| 7D | -7.3% | +2.2% | -9.5% | -7.4% |
| 30D | -3.3% | +1.6% | -4.9% | -3.5% |
| 3M | -7.8% | +7.9% | -15.7% | -8.2% |
| 6M | -15.5% | +21.2% | -36.7% | -16.5% |
| YTD | -12.3% | +73.2% | -85.5% | -14.9% |
| 1Y | +5.4% | +97.5% | -92.1% | +1.6% |
| 3Y | +165.5% | -1.2% | +166.7% | +161.9% |
| 5Y | +107.0% | -6.1% | +113.1% | +104.5% |
| All | +214.8% | +177.3% | +37.5% | +193.0% |
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