+104.9%
CNC vs S
+8.0%
+96.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.9% | -1.2% | -3.7% | -4.8% |
| 30D | -3.8% | -12.6% | +8.8% | -3.1% |
| 3M | -3.2% | +27.6% | -30.8% | -4.4% |
| 6M | +47.9% | +35.5% | +12.4% | +44.7% |
| YTD | +55.7% | +29.6% | +26.1% | +52.7% |
| All | +104.9% | +8.0% | +96.9% | +102.3% |
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