+576.8%
CNC vs CG
+351.2%
+225.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | +3.5% | -4.3% | +7.9% | +4.6% |
| 30D | +0.1% | -5.1% | +5.2% | +1.1% |
| 3M | +6.9% | +8.7% | -1.8% | +4.3% |
| 6M | +49.0% | -9.2% | +58.2% | +51.2% |
| YTD | +62.9% | -18.9% | +81.8% | +68.9% |
| 1Y | +134.0% | -25.6% | +159.6% | +147.1% |
| 3Y | +9.4% | +57.3% | -47.9% | -11.0% |
| 5Y | +4.1% | +10.2% | -6.0% | -9.8% |
| 10Y | +95.4% | +364.2% | -268.8% | +1.8% |
| All | +576.8% | +351.2% | +225.7% | +200.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling