-1.2%
CNC vs PH
+135.5%
-136.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +2.2% | +4.3% | -2.2% | +2.1% |
| 30D | +1.6% | +0.1% | +1.4% | +1.6% |
| 3M | +7.9% | -9.4% | +17.3% | +8.8% |
| 6M | +21.2% | +8.8% | +12.4% | +20.1% |
| YTD | +73.2% | +9.6% | +63.6% | +71.0% |
| 1Y | +97.5% | +14.4% | +83.0% | +94.2% |
| 3Y | -1.2% | +134.5% | -135.7% | -13.4% |
| All | -1.2% | +135.5% | -136.7% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling