+4,405.6%
CNC vs PSA
+2,068.7%
+2,336.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.5% | -3.6% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -1.8% | -8.2% | +6.4% | +1.2% |
| 3M | -0.7% | -2.1% | +1.5% | -0.2% |
| 6M | +47.9% | -0.2% | +48.2% | +47.1% |
| YTD | +56.9% | +18.5% | +38.4% | +46.4% |
| 1Y | +123.9% | +6.6% | +117.3% | +117.1% |
| 3Y | -1.3% | +24.5% | -25.7% | -10.9% |
| 5Y | +2.8% | +13.6% | -10.8% | -5.6% |
| 10Y | +90.9% | +102.0% | -11.1% | +37.6% |
| All | +4,405.6% | +2,068.7% | +2,336.9% | +1,218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling