+4,577.2%
CNC vs ROL
+4,236.8%
+340.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.6% |
| 7D | +3.5% | -1.4% | +5.0% | +4.1% |
| 30D | +0.1% | -4.1% | +4.2% | +1.7% |
| 3M | +6.9% | -22.5% | +29.4% | +17.4% |
| 6M | +49.0% | -37.7% | +86.7% | +77.4% |
| YTD | +62.9% | -39.6% | +102.5% | +95.6% |
| 1Y | +134.0% | -36.0% | +170.0% | +173.3% |
| 3Y | +9.4% | -5.1% | +14.6% | +7.1% |
| 5Y | +4.1% | -3.4% | +7.5% | -1.5% |
| 10Y | +95.4% | +215.2% | -119.9% | +8.2% |
| All | +4,577.2% | +4,236.8% | +340.4% | +803.7% |
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