-3.6%
CNC vs CG
+48.1%
-51.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.7% |
| 7D | -4.9% | -6.4% | +1.6% | -4.7% |
| 30D | -3.8% | -7.1% | +3.3% | -3.6% |
| 3M | -3.2% | -1.6% | -1.7% | -3.3% |
| 6M | +47.9% | -8.3% | +56.2% | +47.8% |
| YTD | +55.7% | -23.8% | +79.5% | +56.1% |
| 1Y | +106.2% | -28.7% | +135.0% | +106.2% |
| All | -3.6% | +48.1% | -51.7% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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