-5.9%
CNC vs GD
+94.5%
-100.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.3% | -5.7% |
| 7D | +1.9% | -5.0% | +6.9% | +3.6% |
| 30D | +7.3% | +8.9% | -1.6% | +3.7% |
| 3M | +8.6% | -8.0% | +16.7% | +11.8% |
| 6M | +26.0% | +2.9% | +23.1% | +23.8% |
| YTD | +69.5% | +7.1% | +62.4% | +63.4% |
| 1Y | +88.0% | +5.9% | +82.1% | +81.9% |
| 3Y | -2.9% | +53.9% | -56.8% | -20.6% |
| All | -5.9% | +94.5% | -100.4% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling