-1.2%
CNC vs DAR
+33.7%
-34.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.4% |
| 7D | +2.2% | +11.6% | -9.4% | +1.6% |
| 30D | +1.6% | -10.2% | +11.8% | +2.2% |
| 3M | +7.9% | -14.8% | +22.8% | +8.9% |
| 6M | +21.2% | -10.1% | +31.3% | +21.7% |
| YTD | +73.2% | +55.5% | +17.7% | +67.2% |
| 1Y | +97.5% | +61.7% | +35.8% | +90.1% |
| 3Y | -1.2% | +37.2% | -38.4% | -4.5% |
| All | -1.2% | +33.7% | -34.9% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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