+4,462.8%
CNC vs BG
+799.1%
+3,663.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.9% |
| 7D | -3.9% | +3.7% | -7.6% | -4.7% |
| 30D | +0.8% | +12.3% | -11.5% | -2.1% |
| 3M | +0.1% | -2.2% | +2.3% | +0.3% |
| 6M | +79.7% | +5.3% | +74.3% | +76.5% |
| YTD | +58.9% | +42.4% | +16.5% | +45.1% |
| 1Y | +109.1% | +55.2% | +54.0% | +86.3% |
| 3Y | 0.0% | +21.0% | -21.0% | -7.1% |
| 5Y | +9.5% | +87.1% | -77.6% | -10.5% |
| 10Y | +95.7% | +169.8% | -74.2% | +38.5% |
| All | +4,462.8% | +799.1% | +3,663.7% | +2,471.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling