+110.5%
CNC vs PBR
+74.7%
+35.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -7.0% | +19.6% | +12.8% |
| 7D | +13.4% | -11.0% | +24.3% | +14.0% |
| 30D | +18.2% | -18.8% | +37.0% | +20.0% |
| 3M | +18.6% | +7.8% | +10.8% | +18.7% |
| 6M | +41.9% | -7.6% | +49.5% | +43.2% |
| YTD | +84.7% | +72.7% | +12.1% | +88.8% |
| 1Y | +110.5% | +72.9% | +37.5% | +116.4% |
| All | +110.5% | +74.7% | +35.8% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling