+4,802.6%
CNC vs RL
+2,032.3%
+2,770.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -5.3% | +2.4% | -7.6% | -5.9% |
| 30D | +2.0% | +4.6% | -2.5% | +0.8% |
| 3M | +4.8% | -1.1% | +5.9% | +4.9% |
| 6M | +18.5% | +16.5% | +1.9% | +12.7% |
| YTD | +70.8% | +11.4% | +59.4% | +63.1% |
| 1Y | +94.1% | +16.1% | +78.0% | +83.4% |
| 3Y | -2.2% | +252.6% | -254.8% | -35.2% |
| 5Y | -7.4% | +244.9% | -252.2% | -40.5% |
| 10Y | +177.3% | +342.4% | -165.0% | +50.1% |
| All | +4,802.6% | +2,032.3% | +2,770.3% | +1,333.8% |
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 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