+2.8%
CNC vs P
+283.1%
-280.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -3.7% |
| 7D | -1.0% | +7.8% | -8.8% | -1.2% |
| 30D | -1.8% | +12.3% | -14.1% | -2.2% |
| 3M | -0.7% | +37.1% | -37.8% | -1.6% |
| 6M | +47.9% | +66.1% | -18.1% | +45.6% |
| YTD | +56.9% | +50.9% | +6.0% | +54.6% |
| 1Y | +123.9% | +27.2% | +96.7% | +120.9% |
| 3Y | -1.3% | +158.7% | -159.9% | -8.5% |
| 5Y | +2.8% | +291.1% | -288.4% | -10.4% |
| All | +2.8% | +283.1% | -280.4% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling