+110.5%
CNC vs RL
+34.3%
+76.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.5% | +8.2% | +12.3% |
| 7D | +13.4% | +5.8% | +7.6% | +13.0% |
| 30D | +18.2% | +12.7% | +5.5% | +17.7% |
| 3M | +18.6% | +9.3% | +9.3% | +18.3% |
| 6M | +41.9% | +16.9% | +25.0% | +41.7% |
| YTD | +84.7% | +17.5% | +67.2% | +80.6% |
| 1Y | +110.5% | +34.6% | +75.9% | +100.3% |
| All | +110.5% | +34.3% | +76.1% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling