+57.3%
CL vs CNC
+90.3%
-33.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -2.3% | -4.9% | +2.6% | -1.7% |
| 30D | -5.5% | -3.8% | -1.7% | -5.1% |
| 3M | +0.8% | -3.2% | +4.1% | +1.0% |
| 6M | -4.2% | +47.9% | -52.1% | -9.8% |
| YTD | +13.4% | +55.7% | -42.2% | +5.7% |
| 1Y | +7.1% | +106.2% | -99.2% | -4.7% |
| 3Y | +29.0% | -2.1% | +31.1% | +24.3% |
| 5Y | +28.3% | +3.4% | +24.9% | +20.9% |
| 10Y | +57.3% | +91.7% | -34.3% | +42.9% |
| All | +57.3% | +90.3% | -33.0% | +42.9% |
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