+110.5%
CNC vs DT
-5.1%
+115.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.5% | +13.2% | +12.7% |
| 7D | +13.4% | -25.5% | +38.9% | +17.0% |
| 30D | +18.2% | -22.3% | +40.5% | +21.3% |
| 3M | +18.6% | +2.3% | +16.3% | +17.5% |
| 6M | +41.9% | +20.7% | +21.2% | +38.3% |
| YTD | +84.7% | +7.9% | +76.8% | +85.9% |
| 1Y | +110.5% | -5.7% | +116.2% | +121.9% |
| All | +110.5% | -5.1% | +115.6% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling