+104.9%
CNC vs ROL
-38.5%
+143.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -4.9% | -3.3% | -1.6% | -4.4% |
| 30D | -3.8% | -7.2% | +3.5% | -2.7% |
| 3M | -3.2% | -27.0% | +23.7% | +0.5% |
| 6M | +47.9% | -39.5% | +87.4% | +56.5% |
| YTD | +55.7% | -41.8% | +97.5% | +67.1% |
| All | +104.9% | -38.5% | +143.4% | +129.0% |
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