-2.9%
CNC vs PL
+455.3%
-458.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +10.4% | -16.4% | -6.2% |
| 7D | +1.9% | -6.8% | +8.7% | +2.0% |
| 30D | +7.3% | -29.3% | +36.6% | +8.1% |
| 3M | +8.6% | -44.8% | +53.4% | +10.0% |
| 6M | +26.0% | -68.4% | +94.4% | +28.5% |
| YTD | +69.5% | -36.4% | +105.8% | +68.9% |
| 1Y | +88.0% | +0.7% | +87.3% | +84.7% |
| 3Y | -2.9% | +455.3% | -458.2% | -11.3% |
| All | -2.9% | +455.3% | -458.2% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling