-1.3%
CNC vs P
+159.9%
-161.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -3.6% |
| 7D | -1.0% | +7.8% | -8.8% | -0.9% |
| 30D | -1.8% | +12.3% | -14.1% | -1.6% |
| 3M | -0.7% | +37.1% | -37.8% | 0.0% |
| 6M | +47.9% | +66.1% | -18.1% | +49.7% |
| YTD | +56.9% | +50.9% | +6.0% | +58.5% |
| 1Y | +123.9% | +27.2% | +96.7% | +125.5% |
| 3Y | -1.3% | +158.7% | -159.9% | +4.7% |
| All | -1.3% | +159.9% | -161.1% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling