+110.5%
CNC vs IR
+11.7%
+98.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.4% | +13.1% | +12.7% |
| 7D | +13.4% | +11.6% | +1.8% | +12.9% |
| 30D | +18.2% | +7.2% | +11.0% | +17.9% |
| 3M | +18.6% | -5.9% | +24.5% | +18.7% |
| 6M | +41.9% | +11.5% | +30.4% | +41.6% |
| YTD | +84.7% | +6.3% | +78.4% | +72.2% |
| 1Y | +110.5% | +9.1% | +101.4% | +93.4% |
| All | +110.5% | +11.7% | +98.8% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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