+57.2%
CNC vs TRU
+226.0%
-168.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -4.9% | -6.5% | +1.6% | -3.3% |
| 30D | -3.8% | -2.5% | -1.3% | -3.3% |
| 3M | -3.2% | +10.4% | -13.6% | -6.4% |
| 6M | +47.9% | +1.6% | +46.2% | +45.6% |
| YTD | +55.7% | -9.7% | +65.4% | +57.2% |
| 1Y | +106.2% | -17.3% | +123.5% | +112.0% |
| 3Y | -2.1% | -1.8% | -0.2% | -9.8% |
| 5Y | +3.4% | -36.2% | +39.6% | +10.2% |
| 10Y | +91.7% | +143.2% | -51.6% | +5.6% |
| All | +57.2% | +226.0% | -168.8% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling