+4,369.3%
CNC vs PBR
+2,171.7%
+2,197.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | -3.8% | +17.5% | -21.3% | -6.4% |
| 3M | -3.2% | +20.9% | -24.1% | -6.5% |
| 6M | +47.9% | +20.2% | +27.6% | +42.7% |
| YTD | +55.7% | +84.3% | -28.6% | +39.4% |
| 1Y | +106.2% | +77.1% | +29.1% | +85.7% |
| 3Y | -2.1% | +100.8% | -102.9% | -15.5% |
| 5Y | +3.4% | +556.1% | -552.7% | -30.2% |
| 10Y | +91.7% | +676.1% | -584.4% | +13.4% |
| All | +4,369.3% | +2,171.7% | +2,197.6% | +1,298.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling