+134.0%
CNC vs IR
-1.2%
+135.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | +3.5% | -2.8% | +6.4% | +3.8% |
| 30D | +0.1% | -15.1% | +15.2% | +1.3% |
| 3M | +6.9% | +6.1% | +0.9% | +6.0% |
| 6M | +49.0% | -16.8% | +65.8% | +55.5% |
| YTD | +62.9% | -3.5% | +66.5% | +55.0% |
| 1Y | +134.0% | -3.5% | +137.5% | +123.4% |
| All | +134.0% | -1.2% | +135.2% | +123.4% |
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