+110.5%
CNC vs PSA
+28.0%
+82.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.8% | +9.8% | +11.8% |
| 7D | +13.4% | +10.5% | +2.8% | +10.3% |
| 30D | +18.2% | +21.7% | -3.5% | +12.2% |
| 3M | +18.6% | +6.1% | +12.6% | +16.6% |
| 6M | +41.9% | +18.3% | +23.6% | +35.2% |
| YTD | +84.7% | +36.1% | +48.7% | +53.6% |
| 1Y | +110.5% | +29.3% | +81.2% | +87.1% |
| All | +110.5% | +28.0% | +82.5% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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