-2.3%
CNC vs RL
+257.6%
-259.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | -7.3% | -4.4% | -2.9% | -7.1% |
| 30D | +5.2% | +5.6% | -0.4% | +5.0% |
| 3M | +8.6% | -0.6% | +9.3% | +8.7% |
| 6M | +25.1% | +15.5% | +9.6% | +24.5% |
| YTD | +71.3% | +12.3% | +58.9% | +70.3% |
| 1Y | +99.3% | +19.3% | +80.0% | +97.7% |
| All | -2.3% | +257.6% | -259.9% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling