-5.1%
CNC vs PL
+31.5%
-36.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.4% |
| 7D | +2.2% | +10.0% | -7.8% | +2.0% |
| 30D | +1.6% | -2.3% | +3.8% | +1.6% |
| 3M | +7.9% | -44.2% | +52.1% | +9.3% |
| 6M | +21.2% | -66.1% | +87.3% | +23.7% |
| YTD | +73.2% | -30.0% | +103.2% | +72.7% |
| 1Y | +97.5% | +21.0% | +76.4% | +93.9% |
| 3Y | -1.2% | +516.5% | -517.7% | -8.9% |
| All | -5.1% | +31.5% | -36.6% | -14.8% |
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