+5.6%
CNC vs TRU
-35.6%
+41.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | -0.9% | -2.7% | +1.8% | -0.6% |
| 30D | -1.0% | -2.0% | +1.1% | -0.8% |
| 3M | +4.5% | +18.4% | -13.9% | +2.3% |
| 6M | +85.2% | +8.9% | +76.4% | +82.6% |
| YTD | +61.4% | -8.9% | +70.3% | +62.0% |
| 1Y | +94.9% | -15.9% | +110.8% | +96.9% |
| 3Y | 0.0% | -1.1% | +1.1% | -2.7% |
| All | +5.6% | -35.6% | +41.2% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling