+4,405.6%
CNC vs IT
+1,441.0%
+2,964.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.4% | +3.7% | -1.4% |
| 7D | -1.0% | -9.1% | +8.1% | +1.8% |
| 30D | -1.8% | -7.0% | +5.2% | 0.0% |
| 3M | -0.7% | +7.6% | -8.3% | -5.1% |
| 6M | +47.9% | +2.1% | +45.8% | +42.6% |
| YTD | +56.9% | -31.6% | +88.5% | +69.1% |
| 1Y | +123.9% | -29.9% | +153.8% | +137.9% |
| 3Y | -1.3% | -51.3% | +50.0% | +14.3% |
| 5Y | +2.8% | -44.8% | +47.5% | +11.0% |
| 10Y | +90.9% | +91.4% | -0.5% | +29.9% |
| All | +4,405.6% | +1,441.0% | +2,964.6% | +1,367.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling