+113.6%
C vs CNC
-6.0%
+119.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.8% |
| 3M | -8.0% | +8.6% | -16.6% | -8.8% |
| 6M | -0.3% | +25.1% | -25.3% | -2.3% |
| YTD | +8.6% | +71.3% | -62.6% | +2.9% |
| 1Y | +25.8% | +99.3% | -73.5% | +17.4% |
| 3Y | +221.2% | -1.9% | +223.1% | +221.8% |
| 5Y | +113.6% | -6.4% | +119.9% | +116.0% |
| All | +113.6% | -6.0% | +119.5% | +116.0% |
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