+110.5%
CNC vs GFI
+6.9%
+103.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +6.3% | +6.3% | +12.7% |
| 7D | +13.4% | +1.4% | +11.9% | +13.3% |
| 30D | +18.2% | +3.0% | +15.2% | +18.2% |
| 3M | +18.6% | +10.2% | +8.5% | +19.0% |
| 6M | +41.9% | -10.1% | +52.0% | +41.3% |
| YTD | +84.7% | -11.4% | +96.1% | +83.8% |
| 1Y | +110.5% | +8.4% | +102.1% | +113.8% |
| All | +110.5% | +6.9% | +103.6% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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