+134.0%
CNC vs ROL
-35.4%
+169.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.5% |
| 7D | +3.5% | -1.4% | +5.0% | +3.7% |
| 30D | +0.1% | -4.1% | +4.2% | +0.7% |
| 3M | +6.9% | -22.5% | +29.4% | +10.2% |
| 6M | +49.0% | -37.7% | +86.7% | +56.9% |
| YTD | +62.9% | -39.6% | +102.5% | +73.9% |
| 1Y | +134.0% | -36.0% | +170.0% | +163.8% |
| All | +134.0% | -35.4% | +169.4% | +163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling