+91.7%
CNC vs D
+34.1%
+57.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.1% |
| 7D | -4.9% | -0.4% | -4.4% | -4.7% |
| 30D | -3.8% | -2.1% | -1.7% | -3.0% |
| 3M | -3.2% | -0.7% | -2.5% | -3.2% |
| 6M | +47.9% | +5.6% | +42.3% | +43.4% |
| YTD | +55.7% | +14.6% | +41.1% | +45.5% |
| 1Y | +106.2% | +15.3% | +90.9% | +91.9% |
| 3Y | -2.1% | +59.1% | -61.2% | -22.3% |
| 5Y | +3.4% | +3.9% | -0.5% | -0.4% |
| 10Y | +91.7% | +38.5% | +53.2% | +58.3% |
| All | +91.7% | +34.1% | +57.6% | +58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling