+153.6%
CNC vs CF
+546.3%
-392.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +3.0% | -0.9% | +3.9% | +3.0% |
| 30D | +4.9% | +6.9% | -2.1% | +3.2% |
| 3M | +4.2% | +4.8% | -0.6% | +2.8% |
| 6M | +22.5% | +4.7% | +17.8% | +20.3% |
| YTD | +66.6% | +56.5% | +10.1% | +47.9% |
| 1Y | +82.5% | +48.4% | +34.1% | +63.7% |
| 3Y | -4.1% | +59.1% | -63.2% | -17.3% |
| 5Y | -8.3% | +109.5% | -117.9% | -30.3% |
| 10Y | +153.6% | +487.0% | -333.3% | +53.8% |
| All | +153.6% | +546.3% | -392.6% | +53.8% |
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 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