-2.3%
CNC vs M
+155.4%
-157.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | +4.0% | +5.0% | -1.0% | +3.7% |
| 30D | +7.4% | +10.6% | -3.2% | +6.7% |
| 3M | +5.4% | +1.6% | +3.9% | +5.2% |
| 6M | +25.4% | +30.8% | -5.4% | +23.5% |
| YTD | +70.6% | +16.9% | +53.7% | +68.6% |
| 1Y | +104.9% | +26.3% | +78.7% | +101.5% |
| 3Y | -2.3% | +158.6% | -160.9% | -5.4% |
| All | -2.3% | +155.4% | -157.7% | -5.4% |
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 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