-2.3%
CNC vs ALL
+113.3%
-115.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -7.3% | -2.6% | -4.7% | -6.4% |
| 30D | +5.2% | +12.7% | -7.6% | +1.2% |
| 3M | +8.6% | +0.4% | +8.2% | +8.5% |
| 6M | +25.1% | +23.8% | +1.3% | +15.5% |
| YTD | +71.3% | +27.8% | +43.5% | +55.7% |
| 1Y | +99.3% | +28.9% | +70.4% | +80.4% |
| All | -2.3% | +113.3% | -115.6% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling