+251.7%
B vs CNC
+5,809.2%
-5,557.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | -6.2% | -5.3% | -0.9% | -6.0% |
| 30D | -6.6% | +2.0% | -8.7% | -6.8% |
| 3M | -7.9% | +4.8% | -12.6% | -8.2% |
| 6M | -16.8% | +18.5% | -35.3% | -17.6% |
| YTD | -11.7% | +70.8% | -82.4% | -14.3% |
| 1Y | +3.5% | +94.1% | -90.6% | -0.2% |
| 3Y | +165.7% | -2.2% | +167.9% | +161.7% |
| 5Y | +108.4% | -7.4% | +115.8% | +105.3% |
| 10Y | +212.7% | +177.3% | +35.4% | +188.2% |
| All | +251.7% | +5,809.2% | -5,557.5% | +211.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling