+5.6%
CNC vs GME
-56.3%
+61.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.2% | +1.5% |
| 7D | -0.9% | +10.4% | -11.3% | -1.0% |
| 30D | -1.0% | +14.1% | -15.0% | -1.1% |
| 3M | +4.5% | -4.6% | +9.2% | +4.6% |
| 6M | +85.2% | -13.5% | +98.8% | +85.4% |
| YTD | +61.4% | +5.3% | +56.1% | +61.2% |
| 1Y | +94.9% | -14.9% | +109.8% | +95.0% |
| 3Y | 0.0% | +24.3% | -24.3% | -2.6% |
| All | +5.6% | -56.3% | +61.9% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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