+9.5%
CNC vs CRL
-38.6%
+48.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.4% |
| 7D | -3.9% | -6.9% | +3.1% | -2.9% |
| 30D | +0.8% | -3.2% | +4.0% | +1.2% |
| 3M | +0.1% | +46.5% | -46.5% | -5.2% |
| 6M | +79.7% | +63.1% | +16.6% | +66.6% |
| YTD | +58.9% | +36.9% | +22.1% | +50.9% |
| 1Y | +109.1% | +78.1% | +31.0% | +90.8% |
| 3Y | 0.0% | +36.7% | -36.7% | -7.7% |
| 5Y | +9.5% | -38.1% | +47.6% | +3.2% |
| All | +9.5% | -38.6% | +48.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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