+3.4%
CNC vs RL
+233.3%
-229.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.5% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -3.8% | -17.5% | +13.7% | -1.9% |
| 3M | -3.2% | -14.0% | +10.7% | -1.9% |
| 6M | +47.9% | -2.0% | +49.8% | +47.3% |
| YTD | +55.7% | -4.6% | +60.3% | +55.4% |
| 1Y | +106.2% | +9.5% | +96.7% | +102.4% |
| 3Y | -2.1% | +200.5% | -202.5% | -20.8% |
| 5Y | +3.4% | +226.3% | -222.9% | -19.8% |
| All | +3.4% | +233.3% | -229.9% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling