+4,577.2%
CNC vs RF
+186.8%
+4,390.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | +3.5% | +1.3% | +2.2% | +3.3% |
| 30D | +0.1% | -3.6% | +3.7% | +0.8% |
| 3M | +6.9% | +8.1% | -1.2% | +5.2% |
| 6M | +49.0% | +11.5% | +37.5% | +45.6% |
| YTD | +62.9% | +15.6% | +47.3% | +57.8% |
| 1Y | +134.0% | +15.7% | +118.3% | +126.4% |
| 3Y | +9.4% | +86.9% | -77.5% | -6.3% |
| 5Y | +4.1% | +89.8% | -85.7% | -12.5% |
| 10Y | +95.4% | +344.7% | -249.3% | +32.7% |
| All | +4,577.2% | +186.8% | +4,390.4% | +2,837.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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