+172.5%
CNC vs ALL
+376.2%
-203.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.0% |
| 7D | -5.3% | 0.0% | -5.2% | -5.2% |
| 30D | +2.0% | +12.8% | -10.8% | -2.9% |
| 3M | +4.8% | +4.7% | +0.1% | +2.8% |
| 6M | +18.5% | +24.9% | -6.5% | +7.0% |
| YTD | +70.8% | +30.0% | +40.8% | +50.9% |
| 1Y | +94.1% | +29.9% | +64.2% | +71.4% |
| 3Y | -2.2% | +117.5% | -119.8% | -32.2% |
| 5Y | -7.4% | +161.7% | -169.1% | -43.9% |
| All | +172.5% | +376.2% | -203.7% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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