+1,544.1%
CB vs CNC
+5,826.8%
-4,282.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -1.0% | -7.3% | +6.2% | +0.4% |
| 30D | +7.3% | +5.2% | +2.2% | +6.1% |
| 3M | +7.0% | +8.6% | -1.6% | +5.0% |
| 6M | +16.3% | +25.1% | -8.7% | +10.7% |
| YTD | +19.7% | +71.3% | -51.5% | +5.9% |
| 1Y | +27.8% | +99.3% | -71.5% | +9.6% |
| 3Y | +72.0% | -1.9% | +73.9% | +61.9% |
| 5Y | +104.9% | -6.4% | +111.3% | +92.5% |
| 10Y | +246.7% | +178.1% | +68.6% | +154.2% |
| All | +1,544.1% | +5,826.8% | -4,282.8% | +516.1% |
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