+178.1%
CNC vs CF
+485.9%
-307.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -7.3% | +10.4% | -17.6% | -9.1% |
| 30D | +5.2% | +7.6% | -2.4% | +3.4% |
| 3M | +8.6% | +5.2% | +3.5% | +7.1% |
| 6M | +25.1% | -0.1% | +25.1% | +24.1% |
| YTD | +71.3% | +61.7% | +9.6% | +51.0% |
| 1Y | +99.3% | +50.3% | +49.0% | +78.4% |
| 3Y | -1.9% | +66.0% | -67.9% | -16.2% |
| 5Y | -6.4% | +114.5% | -120.9% | -29.2% |
| 10Y | +178.1% | +471.5% | -293.4% | +63.2% |
| All | +178.1% | +485.9% | -307.7% | +63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling