+131.6%
C vs CNC
+1.4%
+130.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.4% |
| 7D | +3.2% | -1.0% | +4.2% | +3.3% |
| 30D | +1.3% | -1.8% | +3.1% | +1.4% |
| 3M | +3.1% | -0.7% | +3.8% | +3.1% |
| 6M | +29.6% | +47.9% | -18.3% | +24.5% |
| YTD | +19.0% | +56.9% | -38.0% | +13.4% |
| 1Y | +45.6% | +123.9% | -78.3% | +33.1% |
| 3Y | +269.3% | -1.3% | +270.5% | +263.0% |
| 5Y | +131.6% | +2.8% | +128.8% | +123.2% |
| All | +131.6% | +1.4% | +130.1% | +123.2% |
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