+4,577.2%
CNC vs RL
+1,810.8%
+2,766.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.5% | -2.0% |
| 7D | +3.5% | -0.8% | +4.3% | +3.7% |
| 30D | +0.1% | -7.8% | +7.8% | +2.1% |
| 3M | +6.9% | -4.0% | +10.9% | +7.5% |
| 6M | +49.0% | -1.9% | +50.9% | +47.7% |
| YTD | +62.9% | -0.2% | +63.1% | +60.4% |
| 1Y | +134.0% | +10.7% | +123.3% | +123.6% |
| 3Y | +9.4% | +210.8% | -201.3% | -25.1% |
| 5Y | +4.1% | +238.2% | -234.1% | -33.1% |
| 10Y | +95.4% | +313.4% | -218.0% | +7.2% |
| All | +4,577.2% | +1,810.8% | +2,766.4% | +1,309.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling