+80.7%
CNC vs RUN
-29.4%
+110.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.7% | -7.4% | -3.9% |
| 7D | -1.0% | +10.2% | -11.2% | -1.7% |
| 30D | -1.8% | -9.6% | +7.8% | -1.2% |
| 3M | -0.7% | -31.5% | +30.8% | +1.5% |
| 6M | +47.9% | -18.7% | +66.6% | +48.6% |
| YTD | +56.9% | -49.9% | +106.8% | +61.2% |
| 1Y | +123.9% | -45.5% | +169.4% | +127.2% |
| 3Y | -1.3% | -34.1% | +32.8% | -9.3% |
| 5Y | +2.8% | -79.4% | +82.2% | -0.5% |
| 10Y | +90.9% | +48.9% | +41.9% | +36.1% |
| All | +80.7% | -29.4% | +110.1% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling