+178.1%
CNC vs GD
+174.7%
+3.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -7.3% | +0.6% | -7.9% | -7.6% |
| 30D | +5.2% | +9.5% | -4.3% | +0.1% |
| 3M | +8.6% | -5.8% | +14.5% | +11.7% |
| 6M | +25.1% | +7.7% | +17.3% | +19.2% |
| YTD | +71.3% | +11.1% | +60.2% | +60.1% |
| 1Y | +99.3% | +6.1% | +93.2% | +90.8% |
| 3Y | -1.9% | +59.8% | -61.8% | -26.4% |
| 5Y | -6.4% | +104.6% | -111.0% | -40.5% |
| 10Y | +178.1% | +170.6% | +7.6% | +56.2% |
| All | +178.1% | +174.7% | +3.4% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling