+987.5%
CI vs CNC
+5,330.7%
-4,343.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -1.2% |
| 7D | -2.6% | -1.0% | -1.6% | -2.3% |
| 30D | -2.4% | -1.8% | -0.5% | -1.8% |
| 3M | -4.8% | -0.7% | -4.1% | -4.9% |
| 6M | +2.1% | +47.9% | -45.8% | -11.5% |
| YTD | +1.4% | +56.9% | -55.6% | -14.4% |
| 1Y | -6.8% | +123.9% | -130.7% | -30.5% |
| 3Y | +3.3% | -1.3% | +4.6% | -5.6% |
| 5Y | +41.1% | +2.8% | +38.3% | +26.2% |
| 10Y | +139.1% | +90.9% | +48.2% | +74.7% |
| All | +987.5% | +5,330.7% | -4,343.1% | +266.6% |
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