+95.2%
CNC vs RL
+311.3%
-216.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.4% |
| 7D | -0.9% | -3.4% | +2.5% | -0.3% |
| 30D | -1.0% | -14.4% | +13.5% | +1.9% |
| 3M | +4.5% | -13.6% | +18.1% | +7.1% |
| 6M | +85.2% | +0.6% | +84.7% | +83.2% |
| YTD | +61.4% | -3.6% | +65.0% | +60.7% |
| 1Y | +94.9% | +8.3% | +86.5% | +89.3% |
| 3Y | 0.0% | +204.8% | -204.8% | -25.7% |
| 5Y | +11.2% | +232.9% | -221.7% | -21.7% |
| All | +95.2% | +311.3% | -216.0% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling