+123.9%
CNC vs CF
+60.9%
+63.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.7% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | -1.8% | +18.1% | -19.9% | -2.6% |
| 3M | -0.7% | +23.4% | -24.1% | -2.1% |
| 6M | +47.9% | +17.1% | +30.9% | +45.4% |
| YTD | +56.9% | +76.2% | -19.3% | +44.8% |
| 1Y | +123.9% | +62.3% | +61.7% | +109.5% |
| All | +123.9% | +60.9% | +63.0% | +109.5% |
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