+5.1%
CNC vs GD
+97.9%
-92.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.8% |
| 7D | +3.5% | -5.3% | +8.8% | +5.6% |
| 30D | +0.1% | -6.4% | +6.5% | +2.6% |
| 3M | +6.9% | +5.7% | +1.2% | +4.3% |
| 6M | +49.0% | -0.9% | +50.0% | +48.9% |
| YTD | +62.9% | +8.2% | +54.8% | +56.9% |
| 1Y | +134.0% | +13.4% | +120.6% | +121.1% |
| 3Y | +9.4% | +68.5% | -59.1% | -13.9% |
| All | +5.1% | +97.9% | -92.8% | -25.3% |
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