-1.3%
CNC vs ALL
+150.3%
-151.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -2.9% |
| 7D | -1.0% | -1.7% | +0.7% | -0.4% |
| 30D | -1.8% | -4.7% | +2.9% | -0.3% |
| 3M | -0.7% | +18.4% | -19.1% | -6.5% |
| 6M | +47.9% | +20.5% | +27.4% | +37.9% |
| YTD | +56.9% | +23.5% | +33.4% | +44.7% |
| 1Y | +123.9% | +29.0% | +94.9% | +103.0% |
| 3Y | -1.3% | +153.7% | -155.0% | -23.2% |
| All | -1.3% | +150.3% | -151.6% | -23.2% |
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 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