+134.0%
CNC vs PR
+76.5%
+57.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | +3.5% | +2.9% | +0.6% | +3.3% |
| 30D | +0.1% | +18.0% | -18.0% | -1.2% |
| 3M | +6.9% | +16.9% | -9.9% | +5.3% |
| 6M | +49.0% | +28.2% | +20.8% | +45.8% |
| YTD | +62.9% | +69.3% | -6.4% | +59.7% |
| 1Y | +134.0% | +69.5% | +64.5% | +123.3% |
| All | +134.0% | +76.5% | +57.5% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling