+134.0%
CNC vs D
+15.7%
+118.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.4% |
| 7D | +3.5% | +0.4% | +3.1% | +3.5% |
| 30D | +0.1% | -3.6% | +3.6% | +0.2% |
| 3M | +6.9% | -1.0% | +7.9% | +6.7% |
| 6M | +49.0% | +6.3% | +42.7% | +46.7% |
| YTD | +62.9% | +14.7% | +48.2% | +56.8% |
| 1Y | +134.0% | +16.9% | +117.1% | +120.6% |
| All | +134.0% | +15.7% | +118.3% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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