+128.8%
CNC vs PR
+169.5%
-40.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | +3.5% | +2.9% | +0.6% | +3.4% |
| 30D | +0.1% | +18.0% | -18.0% | -0.8% |
| 3M | +6.9% | +16.9% | -9.9% | +5.9% |
| 6M | +49.0% | +28.2% | +20.8% | +46.8% |
| YTD | +62.9% | +69.3% | -6.4% | +58.1% |
| 1Y | +134.0% | +69.5% | +64.5% | +126.9% |
| 3Y | +9.4% | +81.7% | -72.3% | +4.8% |
| 5Y | +4.1% | +422.2% | -418.1% | -7.6% |
| 10Y | +95.4% | +110.4% | -15.0% | +103.8% |
| All | +128.8% | +169.5% | -40.7% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling