+110.5%
CNC vs CF
+35.9%
+74.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -4.4% | +17.0% | +12.8% |
| 7D | +13.4% | -6.9% | +20.2% | +13.7% |
| 30D | +18.2% | -3.7% | +22.0% | +18.3% |
| 3M | +18.6% | -5.0% | +23.6% | +18.9% |
| 6M | +41.9% | -10.5% | +52.4% | +42.2% |
| YTD | +84.7% | +46.5% | +38.2% | +73.3% |
| 1Y | +110.5% | +34.8% | +75.7% | +95.8% |
| All | +110.5% | +35.9% | +74.6% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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