-1.5%
CNC vs DT
+8.0%
-9.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.9% |
| 7D | -3.9% | -2.5% | -1.3% | -3.6% |
| 30D | +0.8% | +3.5% | -2.7% | +0.4% |
| 3M | +0.1% | +26.7% | -26.6% | -2.1% |
| 6M | +79.7% | +36.1% | +43.5% | +74.3% |
| YTD | +58.9% | +18.6% | +40.3% | +55.8% |
| 1Y | +109.1% | +7.9% | +101.3% | +106.3% |
| All | -1.5% | +8.0% | -9.5% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling