+97.5%
CNC vs D
+15.6%
+81.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +2.2% | -1.4% | +3.6% | +2.4% |
| 30D | +1.6% | +7.7% | -6.2% | +1.3% |
| 3M | +7.9% | -0.3% | +8.2% | +7.2% |
| 6M | +21.2% | +10.1% | +11.1% | +20.0% |
| YTD | +73.2% | +19.1% | +54.1% | +70.1% |
| 1Y | +97.5% | +15.9% | +81.6% | +97.4% |
| All | +97.5% | +15.6% | +81.8% | +97.4% |
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