+152.6%
CNC vs P
+485.4%
-332.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.6% |
| 7D | +3.5% | +6.5% | -3.0% | +2.9% |
| 30D | +0.1% | +18.8% | -18.8% | -2.0% |
| 3M | +6.9% | +26.7% | -19.8% | +3.6% |
| 6M | +49.0% | +62.2% | -13.2% | +40.0% |
| YTD | +62.9% | +48.5% | +14.4% | +53.7% |
| 1Y | +134.0% | +26.4% | +107.6% | +122.5% |
| 3Y | +9.4% | +159.4% | -150.0% | -10.4% |
| 5Y | +4.1% | +275.8% | -271.6% | -22.2% |
| 10Y | +95.4% | +732.0% | -636.6% | +25.6% |
| All | +152.6% | +485.4% | -332.7% | +56.7% |
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 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