-5.1%
CNC vs PR
+273.3%
-278.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.4% |
| 7D | +2.2% | +6.0% | -3.8% | +1.9% |
| 30D | +1.6% | -4.2% | +5.8% | +1.7% |
| 3M | +7.9% | +10.0% | -2.0% | +7.2% |
| 6M | +21.2% | +15.6% | +5.6% | +19.9% |
| YTD | +73.2% | +68.2% | +5.0% | +67.9% |
| 1Y | +97.5% | +79.2% | +18.3% | +90.7% |
| 3Y | -1.2% | +94.9% | -96.1% | -6.3% |
| All | -5.1% | +273.3% | -278.4% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling