-3.6%
CNC vs RUN
-37.3%
+33.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.7% |
| 7D | -4.9% | -1.8% | -3.1% | -4.8% |
| 30D | -3.8% | -10.8% | +7.1% | -3.5% |
| 3M | -3.2% | -30.2% | +26.9% | -2.4% |
| 6M | +47.9% | -22.3% | +70.2% | +48.2% |
| YTD | +55.7% | -52.2% | +107.8% | +57.6% |
| 1Y | +106.2% | -45.1% | +151.3% | +106.9% |
| All | -3.6% | -37.3% | +33.7% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling