+110.5%
CNC vs S
+36.5%
+74.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.6% | +11.0% | +12.5% |
| 7D | +13.4% | -8.2% | +21.6% | +14.0% |
| 30D | +18.2% | -7.6% | +25.8% | +18.8% |
| 3M | +18.6% | +12.0% | +6.7% | +17.0% |
| 6M | +41.9% | +50.6% | -8.7% | +37.3% |
| YTD | +84.7% | +56.6% | +28.1% | +77.3% |
| 1Y | +110.5% | +39.2% | +71.3% | +105.0% |
| All | +110.5% | +36.5% | +74.0% | +105.0% |
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