+90.9%
CNC vs PR
+101.2%
-10.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -3.7% |
| 7D | -1.0% | -0.6% | -0.4% | -1.0% |
| 30D | -1.8% | +17.4% | -19.2% | -2.7% |
| 3M | -0.7% | +21.8% | -22.4% | -1.9% |
| 6M | +47.9% | +27.6% | +20.4% | +45.8% |
| YTD | +56.9% | +71.4% | -14.5% | +52.2% |
| 1Y | +123.9% | +78.3% | +45.6% | +116.5% |
| 3Y | -1.3% | +85.5% | -86.8% | -5.6% |
| 5Y | +2.8% | +422.7% | -419.9% | -8.9% |
| 10Y | +90.9% | +87.1% | +3.7% | +103.7% |
| All | +90.9% | +101.2% | -10.3% | +103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling