+9.5%
CNC vs IT
-46.1%
+55.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.5% | +2.0% |
| 7D | -3.9% | -12.7% | +8.9% | -1.7% |
| 30D | +0.8% | -8.9% | +9.7% | +2.2% |
| 3M | +0.1% | +10.1% | -10.0% | -2.5% |
| 6M | +79.7% | +7.3% | +72.4% | +75.0% |
| YTD | +58.9% | -32.4% | +91.3% | +69.0% |
| 1Y | +109.1% | -26.6% | +135.8% | +117.4% |
| 3Y | 0.0% | -51.8% | +51.8% | +12.5% |
| 5Y | +9.5% | -45.6% | +55.1% | +14.9% |
| All | +9.5% | -46.1% | +55.6% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling