-6.5%
CNC vs PAAS
+62.0%
-68.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.8% | +8.2% | +2.7% |
| 7D | +4.0% | +4.2% | -0.2% | +3.8% |
| 30D | +7.4% | -13.8% | +21.2% | +7.9% |
| 3M | +5.4% | -22.7% | +28.2% | +6.4% |
| 6M | +25.4% | -32.1% | +57.5% | +27.0% |
| YTD | +70.6% | -22.3% | +92.9% | +71.1% |
| 1Y | +104.9% | +7.7% | +97.3% | +102.4% |
| 3Y | -2.3% | +214.0% | -216.4% | -13.7% |
| 5Y | -6.5% | +63.2% | -69.7% | -8.0% |
| All | -6.5% | +62.0% | -68.5% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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