+77.2%
CNC vs IR
+288.5%
-211.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | +3.5% | -2.8% | +6.4% | +4.2% |
| 30D | +0.1% | -15.1% | +15.2% | +4.2% |
| 3M | +6.9% | +6.1% | +0.9% | +4.8% |
| 6M | +49.0% | -16.8% | +65.8% | +54.6% |
| YTD | +62.9% | -3.5% | +66.5% | +61.8% |
| 1Y | +134.0% | -3.5% | +137.5% | +132.3% |
| 3Y | +9.4% | +9.5% | -0.1% | +1.4% |
| 5Y | +4.1% | +45.1% | -40.9% | -13.5% |
| All | +77.2% | +288.5% | -211.3% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling