+94.9%
CNC vs TRU
-13.7%
+108.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | -0.9% | -2.7% | +1.8% | -0.8% |
| 30D | -1.0% | -2.0% | +1.1% | -0.9% |
| 3M | +4.5% | +18.4% | -13.9% | +2.8% |
| 6M | +85.2% | +8.9% | +76.4% | +82.9% |
| YTD | +61.4% | -8.9% | +70.3% | +61.9% |
| 1Y | +94.9% | -15.9% | +110.8% | +95.8% |
| All | +94.9% | -13.7% | +108.5% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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