+78.9%
CNC vs IRE
-82.8%
+161.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +10.2% | -13.9% | -3.6% |
| 7D | -1.0% | +58.9% | -59.9% | -0.7% |
| 30D | -1.8% | +17.2% | -19.0% | -1.7% |
| 3M | -0.7% | -58.6% | +57.9% | -0.8% |
| 6M | +47.9% | -23.5% | +71.4% | +48.3% |
| YTD | +56.9% | -47.4% | +104.4% | +56.4% |
| All | +78.9% | -82.8% | +161.7% | +75.1% |
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