+498.5%
CL vs CNC
+5,826.8%
-5,328.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -0.8% | -7.3% | +6.5% | 0.0% |
| 30D | +9.5% | +5.2% | +4.4% | +8.9% |
| 3M | +6.8% | +8.6% | -1.9% | +5.7% |
| 6M | +14.3% | +25.1% | -10.8% | +11.2% |
| YTD | +26.3% | +71.3% | -45.0% | +18.1% |
| 1Y | +25.6% | +99.3% | -73.8% | +15.4% |
| 3Y | +38.5% | -1.9% | +40.4% | +34.1% |
| 5Y | +40.7% | -6.4% | +47.1% | +36.1% |
| 10Y | +83.1% | +178.1% | -95.1% | +56.0% |
| All | +498.5% | +5,826.8% | -5,328.3% | +282.6% |
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