+5.1%
CNC vs CF
+227.0%
-221.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.1% |
| 7D | +3.5% | +6.0% | -2.5% | +2.9% |
| 30D | +0.1% | +14.8% | -14.8% | -1.4% |
| 3M | +6.9% | +14.1% | -7.1% | +5.2% |
| 6M | +49.0% | +28.5% | +20.5% | +43.5% |
| YTD | +62.9% | +74.9% | -12.0% | +50.9% |
| 1Y | +134.0% | +61.7% | +72.3% | +118.5% |
| 3Y | +9.4% | +80.3% | -70.9% | -0.8% |
| All | +5.1% | +227.0% | -221.9% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling