-2.9%
CNC vs PPL
+56.0%
-59.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.8% |
| 7D | +1.9% | +0.4% | +1.5% | +1.7% |
| 30D | +7.3% | +5.4% | +1.9% | +5.7% |
| 3M | +8.6% | +4.3% | +4.4% | +7.3% |
| 6M | +26.0% | -1.3% | +27.4% | +26.2% |
| YTD | +69.5% | +4.7% | +64.8% | +66.0% |
| 1Y | +88.0% | +1.3% | +86.7% | +86.4% |
| 3Y | -2.9% | +57.2% | -60.1% | -17.2% |
| All | -2.9% | +56.0% | -59.0% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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