+95.2%
CNC vs TSEM
+1,313.0%
-1,217.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | -0.9% | -4.9% | +3.9% | -0.6% |
| 30D | -1.0% | -18.7% | +17.8% | +0.4% |
| 3M | +4.5% | -18.1% | +22.7% | +5.3% |
| 6M | +85.2% | +77.1% | +8.1% | +71.9% |
| YTD | +61.4% | +80.1% | -18.7% | +48.5% |
| 1Y | +94.9% | +220.4% | -125.5% | +66.8% |
| 3Y | 0.0% | +650.1% | -650.1% | -27.3% |
| 5Y | +11.2% | +628.9% | -617.7% | -21.6% |
| All | +95.2% | +1,313.0% | -1,217.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling