+110.5%
CNC vs MKTX
+5.4%
+105.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | 0.0% | +12.7% | +12.6% |
| 7D | +13.4% | +0.5% | +12.9% | +13.3% |
| 30D | +18.2% | +1.0% | +17.3% | +18.2% |
| 3M | +18.6% | +2.5% | +16.1% | +18.5% |
| 6M | +41.9% | +8.0% | +33.9% | +52.4% |
| YTD | +84.7% | -7.3% | +92.0% | +114.5% |
| 1Y | +110.5% | +4.7% | +105.8% | +134.7% |
| All | +110.5% | +5.4% | +105.1% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling