-9.8%
CNC vs GFS
-3.9%
-5.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.7% |
| 7D | -1.0% | +2.6% | -3.6% | -1.1% |
| 30D | -1.8% | -16.4% | +14.6% | -0.9% |
| 3M | -0.7% | -41.6% | +40.9% | +1.9% |
| 6M | +47.9% | -3.7% | +51.6% | +46.1% |
| YTD | +56.9% | +29.3% | +27.6% | +51.2% |
| 1Y | +123.9% | +37.1% | +86.8% | +114.4% |
| 3Y | -1.3% | -22.1% | +20.9% | -2.5% |
| All | -9.8% | -3.9% | -5.9% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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