+4,369.3%
CNC vs PPG
+659.5%
+3,709.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.2% |
| 7D | -4.9% | -3.7% | -1.1% | -3.3% |
| 30D | -3.8% | -7.2% | +3.4% | -0.7% |
| 3M | -3.2% | -7.3% | +4.1% | -0.6% |
| 6M | +47.9% | +0.3% | +47.6% | +45.2% |
| YTD | +55.7% | +6.5% | +49.1% | +48.0% |
| 1Y | +106.2% | +0.5% | +105.7% | +100.4% |
| 3Y | -2.1% | -15.3% | +13.2% | -0.2% |
| 5Y | +3.4% | -22.9% | +26.3% | +6.3% |
| 10Y | +91.7% | +28.4% | +63.3% | +45.9% |
| All | +4,369.3% | +659.5% | +3,709.8% | +1,249.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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