+0.9%
CNC vs TLN
+583.6%
-582.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -1.4% |
| 7D | +3.5% | +7.1% | -3.5% | +3.7% |
| 30D | +0.1% | -3.9% | +4.0% | 0.0% |
| 3M | +6.9% | -16.2% | +23.1% | +6.6% |
| 6M | +49.0% | -5.8% | +54.8% | +49.0% |
| YTD | +62.9% | -15.4% | +78.3% | +62.8% |
| 1Y | +134.0% | -16.7% | +150.7% | +134.1% |
| 3Y | +9.4% | +473.8% | -464.3% | +12.4% |
| All | +0.9% | +583.6% | -582.7% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling