0.0%
CNC vs TDY
+46.9%
-46.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.4% |
| 7D | -0.9% | -1.1% | +0.2% | -0.8% |
| 30D | -1.0% | -12.0% | +11.1% | +0.4% |
| 3M | +4.5% | -3.2% | +7.7% | +4.9% |
| 6M | +85.2% | -7.9% | +93.1% | +86.4% |
| YTD | +61.4% | +18.2% | +43.2% | +57.3% |
| 1Y | +94.9% | +6.7% | +88.2% | +92.2% |
| 3Y | 0.0% | +47.5% | -47.5% | -5.9% |
| All | 0.0% | +46.9% | -46.9% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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