+110.5%
CNC vs IT
-17.9%
+128.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.5% | +11.2% | +12.5% |
| 7D | +13.4% | -5.5% | +18.8% | +13.7% |
| 30D | +18.2% | +10.3% | +7.9% | +16.9% |
| 3M | +18.6% | +11.5% | +7.1% | +17.0% |
| 6M | +41.9% | +40.3% | +1.6% | +37.7% |
| YTD | +84.7% | -17.9% | +102.6% | +91.5% |
| 1Y | +110.5% | -8.8% | +119.3% | +108.9% |
| All | +110.5% | -17.9% | +128.4% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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