+499.9%
CNC vs MTUM
+604.3%
-104.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.8% |
| 7D | -0.9% | +0.7% | -1.6% | -1.4% |
| 30D | -1.0% | -2.4% | +1.5% | +0.2% |
| 3M | +4.5% | -3.6% | +8.2% | +5.4% |
| 6M | +85.2% | +23.7% | +61.6% | +57.0% |
| YTD | +61.4% | +22.9% | +38.5% | +36.6% |
| 1Y | +94.9% | +21.8% | +73.1% | +65.5% |
| 3Y | 0.0% | +114.4% | -114.4% | -47.1% |
| 5Y | +11.2% | +79.6% | -68.4% | -33.2% |
| 10Y | +98.7% | +356.2% | -257.5% | -56.3% |
| All | +499.9% | +604.3% | -104.5% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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