+836.4%
CNC vs CF
+5,315.1%
-4,478.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.1% |
| 7D | +1.9% | -3.2% | +5.1% | +2.3% |
| 30D | +7.3% | +4.3% | +3.0% | +6.2% |
| 3M | +8.6% | +2.8% | +5.8% | +7.6% |
| 6M | +26.0% | +0.6% | +25.4% | +24.9% |
| YTD | +69.5% | +56.6% | +12.8% | +52.7% |
| 1Y | +88.0% | +49.6% | +38.4% | +70.7% |
| 3Y | -2.9% | +61.5% | -64.4% | -14.8% |
| 5Y | -6.0% | +124.0% | -129.9% | -25.3% |
| 10Y | +126.4% | +573.2% | -446.8% | +37.9% |
| All | +836.4% | +5,315.1% | -4,478.7% | +188.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling