+954.4%
CNC vs PSKY
-42.6%
+996.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.6% |
| 7D | -1.0% | +2.4% | -3.4% | -1.5% |
| 30D | -1.8% | +17.5% | -19.3% | -5.2% |
| 3M | -0.7% | +4.4% | -5.1% | -1.9% |
| 6M | +47.9% | -9.0% | +57.0% | +49.8% |
| YTD | +56.9% | -18.6% | +75.5% | +61.8% |
| 1Y | +123.9% | -27.7% | +151.6% | +134.1% |
| 3Y | -1.3% | -16.9% | +15.6% | -6.4% |
| 5Y | +2.8% | -70.3% | +73.0% | +16.6% |
| 10Y | +90.9% | -74.9% | +165.8% | +96.8% |
| All | +954.4% | -42.6% | +996.9% | +724.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling