+5.6%
CNC vs TRI
-10.0%
+15.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.2% | +1.3% |
| 7D | -0.9% | -7.9% | +7.0% | +0.4% |
| 30D | -1.0% | -4.5% | +3.5% | -0.3% |
| 3M | +4.5% | +22.1% | -17.6% | -0.6% |
| 6M | +85.2% | -2.8% | +88.0% | +83.9% |
| YTD | +61.4% | -23.4% | +84.8% | +69.9% |
| 1Y | +94.9% | -41.5% | +136.4% | +118.1% |
| 3Y | 0.0% | -19.2% | +19.2% | +1.0% |
| All | +5.6% | -10.0% | +15.6% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 5y: compounded portfolio wealth divided by compounded TRI 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…
5y analysis · Full analysis span regression · 6 months rolling