+110.5%
CNC vs BG
+7.2%
+103.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.4% | +10.2% | +12.1% |
| 7D | +13.4% | -3.8% | +17.1% | +14.0% |
| 30D | +18.2% | -9.6% | +27.8% | +20.2% |
| 3M | +18.6% | -8.5% | +27.2% | +19.9% |
| 6M | +41.9% | -23.0% | +65.0% | +48.7% |
| YTD | +84.7% | +10.9% | +73.8% | +66.7% |
| 1Y | +110.5% | +6.0% | +104.5% | +94.9% |
| All | +110.5% | +7.2% | +103.3% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling