-1.3%
CNC vs M
+120.4%
-121.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -3.5% |
| 7D | -1.0% | +2.4% | -3.4% | -1.1% |
| 30D | -1.8% | -11.6% | +9.8% | -1.2% |
| 3M | -0.7% | +1.6% | -2.3% | -0.8% |
| 6M | +47.9% | +25.2% | +22.7% | +46.0% |
| YTD | +56.9% | +3.8% | +53.2% | +56.3% |
| 1Y | +123.9% | +36.3% | +87.6% | +119.6% |
| 3Y | -1.3% | +116.3% | -117.6% | -4.3% |
| All | -1.3% | +120.4% | -121.7% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling