+4,872.3%
CNC vs DRI
+2,050.0%
+2,822.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | +1.6% | +9.7% | -8.1% | -1.0% |
| 3M | +7.9% | +3.2% | +4.7% | +6.9% |
| 6M | +21.2% | +20.6% | +0.6% | +14.5% |
| YTD | +73.2% | +28.3% | +44.9% | +59.7% |
| 1Y | +97.5% | +34.5% | +62.9% | +79.6% |
| 3Y | -1.2% | +66.5% | -67.7% | -16.8% |
| 5Y | -6.1% | +79.6% | -85.7% | -24.0% |
| 10Y | +181.3% | +333.8% | -152.5% | +57.9% |
| All | +4,872.3% | +2,050.0% | +2,822.4% | +1,687.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling