+216.5%
C vs CNC
-2.1%
+218.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -0.4% | -7.3% | +6.9% | -0.2% |
| 30D | -5.3% | +5.2% | -10.5% | -5.5% |
| 3M | -8.0% | +8.6% | -16.6% | -8.3% |
| 6M | -0.3% | +25.1% | -25.3% | -0.9% |
| YTD | +8.6% | +71.3% | -62.6% | +6.9% |
| 1Y | +25.8% | +99.3% | -73.5% | +23.3% |
| All | +216.5% | -2.1% | +218.6% | +227.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling