+93.2%
CNC vs IRE
-97.2%
+190.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +39.6% | -45.6% | -5.3% |
| 7D | +1.9% | -27.2% | +29.1% | +1.9% |
| 30D | +7.3% | -75.1% | +82.4% | +6.5% |
| 3M | +8.6% | -77.9% | +86.5% | +7.8% |
| 6M | +26.0% | -94.6% | +120.6% | +24.6% |
| YTD | +69.5% | -91.5% | +161.0% | +67.2% |
| 1Y | +88.0% | -97.8% | +185.8% | +79.2% |
| All | +93.2% | -97.2% | +190.4% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling