+315.9%
B vs CNC
+5,537.6%
-5,221.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -1.6% | +3.5% | -5.1% | -1.8% |
| 30D | +9.4% | +0.1% | +9.4% | +9.4% |
| 3M | +5.0% | +6.9% | -1.9% | +4.6% |
| 6M | -3.5% | +49.0% | -52.6% | -5.6% |
| YTD | +4.5% | +62.9% | -58.5% | +1.7% |
| 1Y | +67.8% | +134.0% | -66.2% | +60.2% |
| 3Y | +196.7% | +9.4% | +187.3% | +190.6% |
| 5Y | +151.9% | +4.1% | +147.8% | +146.8% |
| 10Y | +202.2% | +95.4% | +106.8% | +183.0% |
| All | +315.9% | +5,537.6% | -5,221.7% | +269.4% |
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