+4,405.6%
CNC vs HRB
+407.9%
+3,997.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.5% | +2.8% | -1.8% |
| 7D | -1.0% | -9.1% | +8.1% | +1.7% |
| 30D | -1.8% | +0.3% | -2.1% | -2.2% |
| 3M | -0.7% | +23.4% | -24.1% | -7.4% |
| 6M | +47.9% | +45.1% | +2.8% | +30.1% |
| YTD | +56.9% | +8.9% | +48.1% | +49.6% |
| 1Y | +123.9% | -7.9% | +131.8% | +123.9% |
| 3Y | -1.3% | +27.9% | -29.2% | -12.5% |
| 5Y | +2.8% | +108.3% | -105.6% | -24.0% |
| 10Y | +90.9% | +208.4% | -117.6% | +13.5% |
| All | +4,405.6% | +407.9% | +3,997.7% | +1,585.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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