+164.5%
CNC vs P
+499.9%
-335.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +4.0% | -13.3% | +17.3% | +5.2% |
| 30D | +7.4% | -34.0% | +41.4% | +11.2% |
| 3M | +5.4% | +4.1% | +1.4% | +3.9% |
| 6M | +25.4% | +30.5% | -5.0% | +19.8% |
| YTD | +70.6% | +52.2% | +18.4% | +59.3% |
| 1Y | +104.9% | +10.3% | +94.6% | +96.8% |
| 3Y | -2.3% | +180.9% | -183.2% | -21.5% |
| 5Y | -6.5% | +259.7% | -266.2% | -30.0% |
| 10Y | +153.3% | +652.6% | -499.4% | +61.5% |
| All | +164.5% | +499.9% | -335.4% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling