+110.5%
CNC vs DTE
+5.6%
+104.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.4% | +10.2% | +12.0% |
| 7D | +13.4% | +4.2% | +9.1% | +12.3% |
| 30D | +18.2% | +10.0% | +8.2% | +16.1% |
| 3M | +18.6% | -2.1% | +20.7% | +18.3% |
| 6M | +41.9% | -4.7% | +46.6% | +42.5% |
| YTD | +84.7% | +9.3% | +75.4% | +82.7% |
| 1Y | +110.5% | +6.6% | +103.9% | +108.7% |
| All | +110.5% | +5.6% | +104.9% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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