+4,872.3%
CNC vs PTC
+863.1%
+4,009.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | +1.6% | +1.2% | +0.4% | +1.3% |
| 3M | +7.9% | +27.4% | -19.4% | +0.8% |
| 6M | +21.2% | +39.2% | -18.0% | +10.0% |
| YTD | +73.2% | +12.5% | +60.7% | +64.6% |
| 1Y | +97.5% | +12.3% | +85.2% | +87.7% |
| 3Y | -1.2% | +28.8% | -30.0% | -10.9% |
| 5Y | -6.1% | +60.9% | -66.9% | -21.3% |
| 10Y | +181.3% | +316.6% | -135.3% | +79.7% |
| All | +4,872.3% | +863.1% | +4,009.2% | +1,927.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling