-3.6%
CNC vs DRI
+54.1%
-57.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -4.9% | -4.8% | 0.0% | -4.1% |
| 30D | -3.8% | -3.9% | +0.2% | -3.2% |
| 3M | -3.2% | +5.1% | -8.3% | -4.1% |
| 6M | +47.9% | +5.5% | +42.4% | +46.2% |
| YTD | +55.7% | +16.5% | +39.2% | +49.5% |
| 1Y | +106.2% | +2.0% | +104.3% | +102.0% |
| All | -3.6% | +54.1% | -57.7% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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