+21.2%
CNC vs ROL
-25.5%
+46.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.1% | +0.8% |
| 7D | +2.2% | +3.0% | -0.8% | +1.4% |
| 30D | +1.6% | +19.8% | -18.2% | -1.9% |
| 3M | +7.9% | +7.9% | 0.0% | +6.6% |
| 6M | +21.2% | -25.6% | +46.8% | +19.8% |
| All | +21.2% | -25.5% | +46.7% | +19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling