+91.7%
CNC vs P
+694.3%
-602.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.4% |
| 7D | -4.9% | +5.0% | -9.9% | -5.4% |
| 30D | -3.8% | -0.9% | -2.8% | -4.0% |
| 3M | -3.2% | +38.7% | -41.9% | -7.4% |
| 6M | +47.9% | +54.4% | -6.5% | +38.8% |
| YTD | +55.7% | +44.8% | +10.8% | +46.4% |
| 1Y | +106.2% | +22.5% | +83.7% | +95.7% |
| 3Y | -2.1% | +148.2% | -150.3% | -21.4% |
| 5Y | +3.4% | +268.9% | -265.5% | -25.9% |
| 10Y | +91.7% | +696.9% | -605.2% | +13.9% |
| All | +91.7% | +694.3% | -602.6% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling