+134.0%
CNC vs TLN
-17.2%
+151.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -1.5% |
| 7D | +3.5% | +7.1% | -3.5% | +3.5% |
| 30D | +0.1% | -3.9% | +4.0% | +0.1% |
| 3M | +6.9% | -16.2% | +23.1% | +7.3% |
| 6M | +49.0% | -5.8% | +54.8% | +48.6% |
| YTD | +62.9% | -15.4% | +78.3% | +64.0% |
| 1Y | +134.0% | -16.7% | +150.7% | +152.5% |
| All | +134.0% | -17.2% | +151.2% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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