-5.9%
CNC vs COMP
-17.6%
+11.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +10.7% | -16.7% | -6.4% |
| 7D | +1.9% | +13.4% | -11.6% | +1.4% |
| 30D | +7.3% | +11.1% | -3.8% | +6.8% |
| 3M | +8.6% | -18.8% | +27.5% | +9.3% |
| 6M | +26.0% | +10.5% | +15.5% | +25.3% |
| YTD | +69.5% | -3.4% | +72.9% | +68.6% |
| 1Y | +88.0% | +19.7% | +68.3% | +85.6% |
| 3Y | -2.9% | +381.6% | -384.5% | -9.5% |
| All | -5.9% | -17.6% | +11.7% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling