+4,681.9%
CNC vs D
+560.2%
+4,121.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +3.0% | +0.8% | +2.3% | +2.9% |
| 30D | +4.9% | +10.7% | -5.8% | +0.3% |
| 3M | +4.2% | +2.3% | +1.9% | +3.2% |
| 6M | +22.5% | +12.5% | +10.0% | +15.3% |
| YTD | +66.6% | +20.1% | +46.5% | +51.5% |
| 1Y | +82.5% | +15.6% | +66.9% | +68.9% |
| 3Y | -4.1% | +75.2% | -79.3% | -28.5% |
| 5Y | -8.3% | +14.6% | -22.9% | -17.3% |
| 10Y | +153.6% | +43.8% | +109.9% | +95.8% |
| All | +4,681.9% | +560.2% | +4,121.7% | +1,585.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling