+104.9%
CNC vs RL
+9.0%
+95.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.6% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -3.8% | -17.5% | +13.7% | -2.7% |
| 3M | -3.2% | -14.0% | +10.7% | -2.3% |
| 6M | +47.9% | -2.0% | +49.8% | +46.4% |
| YTD | +55.7% | -4.6% | +60.3% | +53.7% |
| All | +104.9% | +9.0% | +95.8% | +94.1% |
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