+110.5%
CNC vs ROL
-34.1%
+144.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.8% | +9.9% | +11.9% |
| 7D | +13.4% | +14.6% | -1.2% | +9.8% |
| 30D | +18.2% | +29.3% | -11.1% | +11.3% |
| 3M | +18.6% | +2.0% | +16.6% | +18.3% |
| 6M | +41.9% | -28.5% | +70.5% | +52.3% |
| YTD | +84.7% | -35.3% | +120.0% | +104.1% |
| 1Y | +110.5% | -34.7% | +145.2% | +131.6% |
| All | +110.5% | -34.1% | +144.6% | +131.6% |
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