+104.9%
CNC vs IRE
-98.1%
+203.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -15.8% | +18.2% | +2.2% |
| 7D | +4.0% | -41.9% | +45.9% | +3.8% |
| 30D | +7.4% | -75.1% | +82.5% | +6.7% |
| 3M | +5.4% | -82.4% | +87.8% | +4.6% |
| 6M | +25.4% | -95.5% | +121.0% | +24.4% |
| YTD | +70.6% | -93.1% | +163.6% | +66.0% |
| 1Y | +104.9% | -97.8% | +202.7% | +102.9% |
| All | +104.9% | -98.1% | +203.1% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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