-50.1%
C vs CNC
+5,893.3%
-5,943.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.4% |
| 7D | +4.2% | +2.2% | +2.0% | +3.5% |
| 30D | +2.0% | +1.6% | +0.4% | +1.2% |
| 3M | -10.1% | +7.9% | -18.0% | -12.4% |
| 6M | +1.0% | +21.2% | -20.2% | -5.1% |
| YTD | +8.5% | +73.2% | -64.7% | -9.3% |
| 1Y | +25.7% | +97.5% | -71.7% | +1.2% |
| 3Y | +216.0% | -1.2% | +217.2% | +185.8% |
| 5Y | +112.3% | -6.1% | +118.4% | +91.0% |
| 10Y | +217.8% | +181.3% | +36.5% | +99.3% |
| All | -50.1% | +5,893.3% | -5,943.4% | -87.6% |
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