+110.5%
CNC vs M
+36.6%
+73.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +7.6% | +5.0% | +11.6% |
| 7D | +13.4% | +8.3% | +5.1% | +12.3% |
| 30D | +18.2% | +14.2% | +4.0% | +16.6% |
| 3M | +18.6% | -1.1% | +19.7% | +17.9% |
| 6M | +41.9% | +36.6% | +5.3% | +38.3% |
| YTD | +84.7% | +19.8% | +64.9% | +81.7% |
| 1Y | +110.5% | +37.2% | +73.3% | +100.7% |
| All | +110.5% | +36.6% | +73.9% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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