-3.4%
CNC vs REPL
-17.3%
+13.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -8.4% | +10.5% | +2.4% |
| 7D | -3.9% | -13.4% | +9.6% | -3.4% |
| 30D | +0.8% | -3.0% | +3.8% | +0.9% |
| 3M | +0.1% | +56.3% | -56.2% | -2.9% |
| 6M | +79.7% | +60.9% | +18.8% | +68.7% |
| YTD | +58.9% | +36.2% | +22.7% | +49.9% |
| 1Y | +109.1% | +121.0% | -11.9% | +89.3% |
| 3Y | 0.0% | -32.8% | +32.8% | -12.2% |
| 5Y | +9.5% | -58.7% | +68.1% | -2.3% |
| All | -3.4% | -17.3% | +13.8% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded REPL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling