+4,797.0%
CNC vs D
+561.4%
+4,235.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +4.0% | +2.4% | +1.6% | +3.1% |
| 30D | +7.4% | +10.9% | -3.5% | +2.6% |
| 3M | +5.4% | +2.8% | +2.6% | +4.2% |
| 6M | +25.4% | +12.7% | +12.7% | +18.0% |
| YTD | +70.6% | +20.3% | +50.3% | +55.0% |
| 1Y | +104.9% | +17.1% | +87.8% | +88.4% |
| 3Y | -2.3% | +75.1% | -77.5% | -27.1% |
| 5Y | -6.5% | +13.1% | -19.6% | -15.1% |
| 10Y | +153.3% | +48.3% | +105.0% | +92.7% |
| All | +4,797.0% | +561.4% | +4,235.6% | +1,624.9% |
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