+104.9%
CNC vs D
+16.4%
+88.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +4.0% | +2.4% | +1.6% | +3.8% |
| 30D | +7.4% | +10.9% | -3.5% | +6.9% |
| 3M | +5.4% | +2.8% | +2.6% | +4.7% |
| 6M | +25.4% | +12.7% | +12.7% | +23.7% |
| YTD | +70.6% | +20.3% | +50.3% | +66.7% |
| 1Y | +104.9% | +17.1% | +87.8% | +105.0% |
| All | +104.9% | +16.4% | +88.5% | +105.0% |
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