+4,577.2%
CNC vs A
+753.4%
+3,823.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +3.5% | -1.9% | +5.5% | +4.2% |
| 30D | +0.1% | +6.9% | -6.8% | -2.3% |
| 3M | +6.9% | +9.2% | -2.3% | +3.3% |
| 6M | +49.0% | +25.7% | +23.3% | +35.9% |
| YTD | +62.9% | +11.5% | +51.4% | +54.7% |
| 1Y | +134.0% | +18.4% | +115.6% | +117.1% |
| 3Y | +9.4% | +26.6% | -17.2% | -3.7% |
| 5Y | +4.1% | -12.8% | +17.0% | +2.1% |
| 10Y | +95.4% | +247.2% | -151.8% | +18.4% |
| All | +4,577.2% | +753.4% | +3,823.8% | +1,703.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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