+94.9%
CNC vs DD
+34.9%
+60.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.6% |
| 7D | -0.9% | -3.5% | +2.6% | -0.5% |
| 30D | -1.0% | -11.7% | +10.7% | +0.7% |
| 3M | +4.5% | -9.2% | +13.8% | +5.9% |
| 6M | +85.2% | -7.2% | +92.4% | +86.8% |
| YTD | +61.4% | +6.6% | +54.8% | +55.1% |
| 1Y | +94.9% | +32.0% | +62.9% | +74.4% |
| All | +94.9% | +34.9% | +60.0% | +74.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling