+4,577.2%
CNC vs PH
+4,784.7%
-207.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +3.5% | -3.1% | +6.6% | +4.7% |
| 30D | +0.1% | -3.2% | +3.3% | +1.0% |
| 3M | +6.9% | +10.6% | -3.7% | +2.4% |
| 6M | +49.0% | -2.1% | +51.1% | +48.5% |
| YTD | +62.9% | +10.2% | +52.7% | +55.1% |
| 1Y | +134.0% | +28.2% | +105.8% | +110.1% |
| 3Y | +9.4% | +134.9% | -125.5% | -25.8% |
| 5Y | +4.1% | +253.6% | -249.5% | -41.8% |
| 10Y | +95.4% | +804.7% | -709.3% | -30.0% |
| All | +4,577.2% | +4,784.7% | -207.5% | +651.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling