-2.9%
CNC vs CF
+57.7%
-60.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.0% |
| 7D | +1.9% | -3.2% | +5.1% | +2.2% |
| 30D | +7.3% | +4.3% | +3.0% | +6.9% |
| 3M | +8.6% | +2.8% | +5.8% | +8.3% |
| 6M | +26.0% | +0.6% | +25.4% | +25.6% |
| YTD | +69.5% | +56.6% | +12.8% | +59.4% |
| 1Y | +88.0% | +49.6% | +38.4% | +77.5% |
| 3Y | -2.9% | +61.5% | -64.4% | -11.3% |
| All | -2.9% | +57.7% | -60.6% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling