+37.7%
CL vs CNC
-1.0%
+38.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.8% | -1.8% |
| 7D | +1.3% | +1.9% | -0.6% | +1.2% |
| 30D | +11.4% | +7.3% | +4.0% | +10.9% |
| 3M | +4.4% | +8.6% | -4.2% | +4.0% |
| 6M | +10.8% | +26.0% | -15.3% | +9.3% |
| YTD | +25.1% | +69.5% | -44.3% | +21.3% |
| 1Y | +28.0% | +88.0% | -60.0% | +23.2% |
| All | +37.7% | -1.0% | +38.7% | +36.9% |
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 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