+223.5%
CB vs CNC
+90.3%
+133.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -0.5% | -4.9% | +4.3% | +0.4% |
| 30D | -3.1% | -3.8% | +0.7% | -2.5% |
| 3M | +4.2% | -3.2% | +7.4% | +4.5% |
| 6M | +4.7% | +47.9% | -43.2% | -3.8% |
| YTD | +8.8% | +55.7% | -46.8% | -1.4% |
| 1Y | +22.6% | +106.2% | -83.6% | +4.2% |
| 3Y | +70.6% | -2.1% | +72.7% | +61.9% |
| 5Y | +99.4% | +3.4% | +96.1% | +83.9% |
| 10Y | +223.5% | +91.7% | +131.8% | +188.9% |
| All | +223.5% | +90.3% | +133.2% | +188.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling