+4,534.0%
CNC vs TDY
+3,925.3%
+608.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.1% |
| 7D | -0.9% | -1.1% | +0.2% | -0.5% |
| 30D | -1.0% | -12.0% | +11.1% | +3.8% |
| 3M | +4.5% | -3.2% | +7.7% | +5.6% |
| 6M | +85.2% | -7.9% | +93.1% | +89.5% |
| YTD | +61.4% | +18.2% | +43.2% | +49.7% |
| 1Y | +94.9% | +6.7% | +88.2% | +87.6% |
| 3Y | 0.0% | +47.5% | -47.5% | -16.7% |
| 5Y | +11.2% | +39.5% | -28.3% | -7.0% |
| 10Y | +98.7% | +477.2% | -378.5% | -8.9% |
| All | +4,534.0% | +3,925.3% | +608.7% | +1,007.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling