+110.5%
CNC vs D
+23.9%
+86.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.4% | +8.2% | +11.9% |
| 7D | +13.4% | +8.5% | +4.9% | +12.2% |
| 30D | +18.2% | +14.3% | +3.9% | +16.7% |
| 3M | +18.6% | +1.8% | +16.9% | +17.2% |
| 6M | +41.9% | +13.0% | +28.9% | +39.0% |
| YTD | +84.7% | +22.7% | +62.0% | +76.5% |
| 1Y | +110.5% | +22.6% | +87.9% | +100.3% |
| All | +110.5% | +23.9% | +86.6% | +100.3% |
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