-3.6%
CNC vs RVTY
+16.6%
-20.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.4% |
| 7D | -4.9% | -5.4% | +0.5% | -4.0% |
| 30D | -3.8% | +6.7% | -10.5% | -4.8% |
| 3M | -3.2% | +19.0% | -22.3% | -6.1% |
| 6M | +47.9% | +34.6% | +13.2% | +40.2% |
| YTD | +55.7% | +28.3% | +27.4% | +48.4% |
| 1Y | +106.2% | +46.0% | +60.2% | +92.3% |
| All | -3.6% | +16.6% | -20.1% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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