+95.2%
CNC vs M
-3.0%
+98.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +0.7% |
| 7D | -0.9% | -4.2% | +3.3% | -0.5% |
| 30D | -1.0% | -7.2% | +6.2% | -0.2% |
| 3M | +4.5% | -11.1% | +15.7% | +5.8% |
| 6M | +85.2% | +28.8% | +56.4% | +78.8% |
| YTD | +61.4% | +2.0% | +59.4% | +59.8% |
| 1Y | +94.9% | +31.3% | +63.6% | +86.7% |
| 3Y | 0.0% | +119.1% | -119.1% | -13.3% |
| 5Y | +11.2% | +29.7% | -18.5% | -1.7% |
| All | +95.2% | -3.0% | +98.3% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling