+5.6%
CNC vs PH
+251.9%
-246.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.3% |
| 7D | -0.9% | -1.3% | +0.4% | -0.7% |
| 30D | -1.0% | -11.0% | +10.0% | +0.8% |
| 3M | +4.5% | +5.5% | -1.0% | +3.4% |
| 6M | +85.2% | +1.5% | +83.8% | +83.9% |
| YTD | +61.4% | +8.8% | +52.6% | +58.2% |
| 1Y | +94.9% | +24.5% | +70.4% | +86.6% |
| 3Y | 0.0% | +141.2% | -141.2% | -18.5% |
| All | +5.6% | +251.9% | -246.3% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling