+4,577.2%
CNC vs DRI
+1,922.0%
+2,655.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +3.5% | +0.6% | +3.0% | +3.4% |
| 30D | +0.1% | +3.8% | -3.8% | -1.0% |
| 3M | +6.9% | +13.0% | -6.1% | +2.9% |
| 6M | +49.0% | +8.3% | +40.7% | +44.6% |
| YTD | +62.9% | +20.6% | +42.3% | +52.8% |
| 1Y | +134.0% | +6.5% | +127.5% | +127.4% |
| 3Y | +9.4% | +53.7% | -44.3% | -5.9% |
| 5Y | +4.1% | +72.7% | -68.5% | -15.0% |
| 10Y | +95.4% | +363.2% | -267.8% | +6.7% |
| All | +4,577.2% | +1,922.0% | +2,655.2% | +1,610.1% |
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 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