+95.2%
CNC vs DD
+66.6%
+28.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.6% |
| 7D | -0.9% | -3.5% | +2.6% | +0.1% |
| 30D | -1.0% | -11.7% | +10.7% | +2.7% |
| 3M | +4.5% | -9.2% | +13.8% | +7.6% |
| 6M | +85.2% | -7.2% | +92.4% | +87.7% |
| YTD | +61.4% | +6.6% | +54.8% | +56.1% |
| 1Y | +94.9% | +32.0% | +62.9% | +75.7% |
| 3Y | 0.0% | +42.1% | -42.1% | -14.9% |
| 5Y | +11.2% | +58.1% | -46.9% | -11.5% |
| All | +95.2% | +66.6% | +28.7% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling