+4,577.2%
CNC vs M
+143.9%
+4,433.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.9% |
| 7D | +3.5% | +4.7% | -1.2% | +2.6% |
| 30D | +0.1% | -9.6% | +9.7% | +1.9% |
| 3M | +6.9% | +0.9% | +6.1% | +6.3% |
| 6M | +49.0% | +22.3% | +26.7% | +42.4% |
| YTD | +62.9% | +6.5% | +56.4% | +59.1% |
| 1Y | +134.0% | +38.8% | +95.2% | +116.6% |
| 3Y | +9.4% | +115.9% | -106.5% | -12.3% |
| 5Y | +4.1% | +28.6% | -24.5% | -14.3% |
| 10Y | +95.4% | -2.5% | +97.9% | +43.4% |
| All | +4,577.2% | +143.9% | +4,433.3% | +2,219.6% |
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