+3.8%
CNC vs PL
+46.6%
-42.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.5% | -16.2% | -2.0% |
| 7D | +3.0% | +10.9% | -7.9% | +2.7% |
| 30D | +4.9% | -16.4% | +21.2% | +5.3% |
| 3M | +4.2% | -39.9% | +44.2% | +5.4% |
| 6M | +22.5% | -63.2% | +85.7% | +24.8% |
| YTD | +66.6% | -27.1% | +93.7% | +65.9% |
| 1Y | +82.5% | +12.2% | +70.3% | +79.4% |
| 3Y | -4.1% | +584.3% | -588.4% | -11.8% |
| 5Y | -8.3% | +37.0% | -45.3% | -17.8% |
| All | +3.8% | +46.6% | -42.8% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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