+3.4%
CNC vs PTC
-0.9%
+4.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.3% |
| 7D | -4.9% | -13.6% | +8.7% | -2.9% |
| 30D | -3.8% | -14.7% | +10.9% | -1.7% |
| 3M | -3.2% | -5.9% | +2.7% | -2.9% |
| 6M | +47.9% | -21.1% | +69.0% | +52.4% |
| YTD | +55.7% | -26.0% | +81.7% | +61.9% |
| 1Y | +106.2% | -36.8% | +143.1% | +119.6% |
| 3Y | -2.1% | -10.3% | +8.2% | -3.6% |
| 5Y | +3.4% | +1.2% | +2.2% | -4.2% |
| All | +3.4% | -0.9% | +4.3% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 5y: compounded portfolio wealth divided by compounded PTC 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…
5y analysis · Full analysis span regression · 6 months rolling