-6.5%
CNC vs M
+0.1%
-6.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.6% |
| 3M | +5.4% | +1.6% | +3.9% | +5.2% |
| 6M | +25.4% | +30.8% | -5.4% | +22.9% |
| YTD | +70.6% | +16.9% | +53.7% | +68.1% |
| 1Y | +104.9% | +26.3% | +78.7% | +100.8% |
| 3Y | -2.3% | +158.6% | -160.9% | -10.7% |
| 5Y | -6.5% | +2.1% | -8.6% | -9.1% |
| All | -6.5% | +0.1% | -6.6% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling