+94.9%
CNC vs CFG
+40.1%
+54.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.4% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | -1.0% | -4.6% | +3.7% | -0.6% |
| 3M | +4.5% | +6.7% | -2.1% | +4.0% |
| 6M | +85.2% | +22.1% | +63.1% | +82.4% |
| YTD | +61.4% | +23.2% | +38.2% | +56.1% |
| 1Y | +94.9% | +40.3% | +54.6% | +84.8% |
| All | +94.9% | +40.1% | +54.8% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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