+800.2%
CNC vs CF
+5,948.3%
-5,148.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.8% |
| 7D | +3.5% | +6.0% | -2.5% | +2.4% |
| 30D | +0.1% | +14.8% | -14.8% | -2.5% |
| 3M | +6.9% | +14.1% | -7.1% | +4.0% |
| 6M | +49.0% | +28.5% | +20.5% | +40.1% |
| YTD | +62.9% | +74.9% | -12.0% | +44.2% |
| 1Y | +134.0% | +61.7% | +72.3% | +109.9% |
| 3Y | +9.4% | +80.3% | -70.9% | -5.8% |
| 5Y | +4.1% | +226.0% | -221.8% | -23.1% |
| 10Y | +95.4% | +569.9% | -474.5% | +19.3% |
| All | +800.2% | +5,948.3% | -5,148.1% | +172.6% |
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