+4,872.3%
CNC vs ROL
+4,626.5%
+245.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.1% | +0.4% |
| 7D | +2.2% | +3.0% | -0.8% | +1.0% |
| 30D | +1.6% | +19.8% | -18.2% | -5.2% |
| 3M | +7.9% | +7.9% | 0.0% | +4.5% |
| 6M | +21.2% | -25.6% | +46.8% | +34.5% |
| YTD | +73.2% | -34.1% | +107.3% | +100.7% |
| 1Y | +97.5% | -31.4% | +128.9% | +125.1% |
| 3Y | -1.2% | +4.7% | -5.9% | -6.6% |
| 5Y | -6.1% | +15.6% | -21.7% | -16.9% |
| 10Y | +181.3% | +220.6% | -39.4% | +55.1% |
| All | +4,872.3% | +4,626.5% | +245.9% | +827.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling