+532.2%
BE vs CNC
-5.8%
+538.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -5.1% |
| 7D | +10.8% | +2.2% | +8.6% | +10.5% |
| 30D | -19.8% | +1.6% | -21.4% | -20.1% |
| 3M | -18.7% | +7.9% | -26.6% | -19.8% |
| 6M | -33.7% | +21.2% | -54.9% | -35.8% |
| YTD | +121.0% | +73.2% | +47.8% | +102.1% |
| 1Y | +85.4% | +97.5% | -12.1% | +66.9% |
| 3Y | +1,709.5% | -1.2% | +1,710.7% | +1,657.6% |
| All | +532.2% | -5.8% | +538.0% | +519.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling