+134.0%
CNC vs S
+10.1%
+123.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +3.5% | -7.7% | +11.2% | +3.9% |
| 30D | +0.1% | -5.3% | +5.4% | +0.3% |
| 3M | +6.9% | +20.3% | -13.3% | +6.1% |
| 6M | +49.0% | +47.4% | +1.6% | +46.3% |
| YTD | +62.9% | +32.5% | +30.4% | +60.1% |
| 1Y | +134.0% | +9.5% | +124.5% | +131.6% |
| All | +134.0% | +10.1% | +123.9% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling