+4,872.3%
CNC vs M
+163.6%
+4,708.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | +2.2% | +7.0% | -4.8% | +0.8% |
| 30D | +1.6% | +8.9% | -7.3% | -0.1% |
| 3M | +7.9% | +4.5% | +3.4% | +6.8% |
| 6M | +21.2% | +36.2% | -15.0% | +13.5% |
| YTD | +73.2% | +15.1% | +58.1% | +66.4% |
| 1Y | +97.5% | +27.4% | +70.0% | +85.9% |
| 3Y | -1.2% | +160.1% | -161.4% | -23.5% |
| 5Y | -6.1% | -1.6% | -4.5% | -17.1% |
| 10Y | +181.3% | -7.7% | +188.9% | +111.0% |
| All | +4,872.3% | +163.6% | +4,708.7% | +2,326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling