+3.5%
CI vs CNC
-2.4%
+5.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | -1.1% | -4.9% | +3.8% | 0.0% |
| 30D | +0.5% | -3.8% | +4.2% | +1.3% |
| 3M | -5.2% | -3.2% | -1.9% | -4.7% |
| 6M | +4.3% | +47.9% | -43.5% | -5.1% |
| YTD | +2.8% | +55.7% | -52.9% | -7.8% |
| 1Y | -5.8% | +106.2% | -112.1% | -20.4% |
| All | +3.5% | -2.4% | +5.9% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling