+5.1%
CNC vs PL
+82.7%
-77.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.4% |
| 7D | +3.5% | -9.3% | +12.8% | +3.8% |
| 30D | +0.1% | -18.9% | +19.0% | +0.6% |
| 3M | +6.9% | -58.4% | +65.3% | +8.8% |
| 6M | +49.0% | -30.3% | +79.3% | +49.2% |
| YTD | +62.9% | -8.1% | +71.0% | +61.5% |
| 1Y | +134.0% | +180.5% | -46.5% | +125.3% |
| 3Y | +9.4% | +444.1% | -434.7% | +1.4% |
| All | +5.1% | +82.7% | -77.6% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling