+75.6%
CNC vs IR
+271.1%
-195.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.9% | -4.5% | +3.6% | +0.2% |
| 30D | -1.0% | -13.9% | +13.0% | +2.7% |
| 3M | +4.5% | -0.3% | +4.9% | +4.1% |
| 6M | +85.2% | -14.3% | +99.5% | +90.5% |
| YTD | +61.4% | -7.9% | +69.3% | +62.2% |
| 1Y | +94.9% | -9.9% | +104.8% | +96.9% |
| 3Y | 0.0% | +6.5% | -6.5% | -6.8% |
| 5Y | +11.2% | +34.0% | -22.8% | -5.5% |
| All | +75.6% | +271.1% | -195.5% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling