+110.5%
CNC vs BR
-14.2%
+124.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.0% | +9.6% | +12.0% |
| 7D | +13.4% | +7.0% | +6.4% | +11.9% |
| 30D | +18.2% | +19.0% | -0.8% | +14.5% |
| 3M | +18.6% | +13.1% | +5.5% | +16.0% |
| 6M | +41.9% | +24.6% | +17.3% | +36.6% |
| YTD | +84.7% | -13.6% | +98.3% | +95.5% |
| 1Y | +110.5% | -13.1% | +123.6% | +127.6% |
| All | +110.5% | -14.2% | +124.7% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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