-3.6%
CNC vs PSKY
-21.8%
+18.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.2% |
| 7D | -4.9% | -6.8% | +2.0% | -4.2% |
| 30D | -3.8% | +10.2% | -14.0% | -4.8% |
| 3M | -3.2% | +0.3% | -3.5% | -3.5% |
| 6M | +47.9% | -7.8% | +55.6% | +48.6% |
| YTD | +55.7% | -23.0% | +78.6% | +58.2% |
| 1Y | +106.2% | -31.6% | +137.9% | +110.6% |
| All | -3.6% | -21.8% | +18.3% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling