+92.2%
CNC vs PH
+804.8%
-712.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.6% |
| 7D | -3.9% | -3.1% | -0.7% | -2.8% |
| 30D | +0.8% | -11.8% | +12.6% | +5.1% |
| 3M | +0.1% | +6.9% | -6.8% | -2.7% |
| 6M | +79.7% | -1.3% | +80.9% | +78.8% |
| YTD | +58.9% | +7.0% | +52.0% | +53.4% |
| 1Y | +109.1% | +23.1% | +86.0% | +91.9% |
| 3Y | 0.0% | +135.4% | -135.4% | -31.5% |
| 5Y | +9.5% | +250.3% | -240.8% | -39.0% |
| All | +92.2% | +804.8% | -712.5% | -21.6% |
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