-5.1%
CNC vs DRI
+78.6%
-83.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | +2.2% | +1.1% | +1.1% | +2.0% |
| 30D | +1.6% | +9.7% | -8.1% | -0.2% |
| 3M | +7.9% | +3.2% | +4.7% | +7.2% |
| 6M | +21.2% | +20.6% | +0.6% | +16.5% |
| YTD | +73.2% | +28.3% | +44.9% | +63.0% |
| 1Y | +97.5% | +34.5% | +62.9% | +83.8% |
| 3Y | -1.2% | +66.5% | -67.7% | -12.2% |
| All | -5.1% | +78.6% | -83.7% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling