+97.5%
CNC vs P
+23.6%
+73.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.5% |
| 7D | +2.2% | +11.6% | -9.4% | +1.9% |
| 30D | +1.6% | -23.7% | +25.3% | +2.4% |
| 3M | +7.9% | -8.0% | +15.9% | +8.1% |
| 6M | +21.2% | +27.9% | -6.7% | +19.1% |
| YTD | +73.2% | +61.2% | +12.0% | +66.2% |
| 1Y | +97.5% | +28.6% | +68.9% | +92.6% |
| All | +97.5% | +23.6% | +73.8% | +92.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling