+104.9%
CNC vs TT
+8.0%
+96.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -4.9% | +1.4% | -6.3% | -4.9% |
| 30D | -3.8% | -6.7% | +2.9% | -3.7% |
| 3M | -3.2% | -5.4% | +2.2% | -3.1% |
| 6M | +47.9% | +4.4% | +43.5% | +47.9% |
| YTD | +55.7% | +14.9% | +40.7% | +55.3% |
| All | +104.9% | +8.0% | +96.8% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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