+4,577.2%
CNC vs IWD
+729.1%
+3,848.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -0.9% |
| 7D | +3.5% | -0.3% | +3.8% | +3.8% |
| 30D | +0.1% | +0.6% | -0.5% | -0.4% |
| 3M | +6.9% | +7.2% | -0.3% | +0.8% |
| 6M | +49.0% | +16.2% | +32.8% | +31.2% |
| YTD | +62.9% | +23.3% | +39.6% | +36.5% |
| 1Y | +134.0% | +29.6% | +104.4% | +88.3% |
| 3Y | +9.4% | +70.5% | -61.0% | -31.1% |
| 5Y | +4.1% | +73.5% | -69.3% | -35.7% |
| 10Y | +95.4% | +198.3% | -102.9% | -22.8% |
| All | +4,577.2% | +729.1% | +3,848.1% | +624.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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