+97.5%
CNC vs M
+24.3%
+73.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.2% |
| 7D | +2.2% | +7.0% | -4.8% | +1.1% |
| 30D | +1.6% | +8.9% | -7.3% | +0.8% |
| 3M | +7.9% | +4.5% | +3.4% | +7.3% |
| 6M | +21.2% | +36.2% | -15.0% | +18.3% |
| YTD | +73.2% | +15.1% | +58.1% | +71.5% |
| 1Y | +97.5% | +27.4% | +70.0% | +88.4% |
| All | +97.5% | +24.3% | +73.2% | +88.4% |
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