+172.5%
CNC vs RL
+342.1%
-169.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -5.3% | +2.4% | -7.6% | -5.7% |
| 30D | +2.0% | +4.6% | -2.5% | +1.2% |
| 3M | +4.8% | -1.1% | +5.9% | +4.9% |
| 6M | +18.5% | +16.5% | +1.9% | +14.3% |
| YTD | +70.8% | +11.4% | +59.4% | +65.2% |
| 1Y | +94.1% | +16.1% | +78.0% | +86.2% |
| 3Y | -2.2% | +252.6% | -254.8% | -29.7% |
| 5Y | -7.4% | +244.9% | -252.2% | -35.0% |
| All | +172.5% | +342.1% | -169.6% | +65.6% |
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