+176.4%
CNC vs CF
+479.1%
-302.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +2.2% | +4.8% | -2.6% | +1.3% |
| 30D | +1.6% | +4.7% | -3.1% | +0.4% |
| 3M | +7.9% | +7.4% | +0.5% | +6.0% |
| 6M | +21.2% | +0.6% | +20.6% | +20.1% |
| YTD | +73.2% | +64.1% | +9.1% | +52.3% |
| 1Y | +97.5% | +51.4% | +46.1% | +76.6% |
| 3Y | -1.2% | +67.8% | -69.0% | -15.7% |
| 5Y | -6.1% | +114.1% | -120.2% | -28.9% |
| All | +176.4% | +479.1% | -302.7% | +62.1% |
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