+1,065.8%
CNC vs BR
+1,282.8%
-217.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -3.9% | -6.0% | +2.1% | -1.1% |
| 30D | +0.8% | -0.9% | +1.7% | +1.1% |
| 3M | +0.1% | +16.4% | -16.3% | -7.6% |
| 6M | +79.7% | -8.2% | +87.9% | +84.6% |
| YTD | +58.9% | -23.2% | +82.1% | +76.8% |
| 1Y | +109.1% | -30.9% | +140.1% | +144.1% |
| 3Y | 0.0% | -5.0% | +5.0% | -1.4% |
| 5Y | +9.5% | +8.8% | +0.7% | -1.6% |
| 10Y | +95.7% | +190.1% | -94.4% | +6.2% |
| All | +1,065.8% | +1,282.8% | -217.1% | +206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling