+4,817.2%
CNC vs RL
+2,050.0%
+2,767.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | -7.3% | -4.4% | -2.9% | -6.3% |
| 30D | +5.2% | +5.6% | -0.4% | +3.6% |
| 3M | +8.6% | -0.6% | +9.3% | +8.6% |
| 6M | +25.1% | +15.5% | +9.6% | +19.2% |
| YTD | +71.3% | +12.3% | +58.9% | +63.3% |
| 1Y | +99.3% | +19.3% | +80.0% | +86.9% |
| 3Y | -1.9% | +255.5% | -257.5% | -35.2% |
| 5Y | -6.4% | +247.1% | -253.4% | -40.0% |
| 10Y | +178.1% | +346.0% | -167.9% | +50.2% |
| All | +4,817.2% | +2,050.0% | +2,767.2% | +1,335.0% |
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