+176.4%
CNC vs PH
+700.2%
-523.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +2.2% | +4.3% | -2.2% | +0.7% |
| 30D | +1.6% | +0.1% | +1.4% | +1.0% |
| 3M | +7.9% | -9.4% | +17.3% | +10.8% |
| 6M | +21.2% | +8.8% | +12.4% | +16.1% |
| YTD | +73.2% | +9.6% | +63.6% | +64.5% |
| 1Y | +97.5% | +14.4% | +83.0% | +84.7% |
| 3Y | -1.2% | +134.5% | -135.7% | -32.8% |
| 5Y | -6.1% | +204.4% | -210.5% | -44.9% |
| All | +176.4% | +700.2% | -523.8% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling