+94.7%
CNC vs M
+25.0%
+69.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -7.3% | -3.3% | -4.0% | -6.8% |
| 30D | +5.2% | +8.1% | -2.9% | +4.4% |
| 3M | +8.6% | +2.2% | +6.4% | +8.1% |
| 6M | +25.1% | +35.1% | -10.1% | +22.1% |
| YTD | +71.3% | +15.8% | +55.4% | +69.4% |
| All | +94.7% | +25.0% | +69.7% | +87.1% |
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