+4,577.2%
CNC vs DD
+328.6%
+4,248.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +3.5% | -3.5% | +7.0% | +4.8% |
| 30D | +0.1% | -10.3% | +10.4% | +3.7% |
| 3M | +6.9% | -7.5% | +14.5% | +9.6% |
| 6M | +49.0% | -8.0% | +57.0% | +51.6% |
| YTD | +62.9% | +10.5% | +52.4% | +55.2% |
| 1Y | +134.0% | +38.3% | +95.7% | +105.9% |
| 3Y | +9.4% | +42.5% | -33.1% | -8.3% |
| 5Y | +4.1% | +60.2% | -56.0% | -18.4% |
| 10Y | +95.4% | +68.9% | +26.5% | +39.5% |
| All | +4,577.2% | +328.6% | +4,248.6% | +1,983.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling