+87.9%
CNC vs GDDY
+390.3%
-302.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.2% |
| 7D | -0.9% | -3.2% | +2.3% | -0.3% |
| 30D | -1.0% | +6.8% | -7.8% | -2.6% |
| 3M | +4.5% | +30.5% | -25.9% | -2.8% |
| 6M | +85.2% | +13.3% | +71.9% | +76.9% |
| YTD | +61.4% | -21.0% | +82.4% | +66.6% |
| 1Y | +94.9% | -34.0% | +128.9% | +109.7% |
| 3Y | 0.0% | +33.1% | -33.1% | -12.3% |
| 5Y | +11.2% | +30.3% | -19.1% | -4.3% |
| 10Y | +98.7% | +205.5% | -106.8% | +37.6% |
| All | +87.9% | +390.3% | -302.4% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 all: compounded portfolio wealth divided by compounded GDDY 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…
all analysis · Full analysis span regression · 6 months rolling