-1.2%
CNC vs IR
+25.2%
-26.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +2.2% | +2.5% | -0.3% | +2.0% |
| 30D | +1.6% | +9.2% | -7.6% | +0.7% |
| 3M | +7.9% | +0.9% | +7.0% | +7.7% |
| 6M | +21.2% | +19.2% | +1.9% | +18.8% |
| YTD | +73.2% | +7.5% | +65.7% | +70.3% |
| 1Y | +97.5% | +11.7% | +85.7% | +93.1% |
| 3Y | -1.2% | +23.9% | -25.1% | -18.4% |
| All | -1.2% | +25.2% | -26.4% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling