-4.1%
CNC vs D
+71.1%
-75.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +3.0% | +0.8% | +2.3% | +2.9% |
| 30D | +4.9% | +10.7% | -5.8% | +2.3% |
| 3M | +4.2% | +2.3% | +1.9% | +3.6% |
| 6M | +22.5% | +12.5% | +10.0% | +18.1% |
| YTD | +66.6% | +20.1% | +46.5% | +56.7% |
| 1Y | +82.5% | +15.6% | +66.9% | +74.0% |
| 3Y | -4.1% | +75.2% | -79.3% | -17.1% |
| All | -4.1% | +71.1% | -75.2% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling