+2.8%
CNC vs TT
+146.0%
-143.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.2% | -3.6% |
| 7D | -1.0% | +1.6% | -2.6% | -1.3% |
| 30D | -1.8% | -7.3% | +5.5% | -0.6% |
| 3M | -0.7% | -2.6% | +1.9% | -0.4% |
| 6M | +47.9% | +5.9% | +42.1% | +45.6% |
| YTD | +56.9% | +15.4% | +41.5% | +51.5% |
| 1Y | +123.9% | +8.2% | +115.7% | +118.4% |
| 3Y | -1.3% | +122.7% | -123.9% | -23.0% |
| 5Y | +2.8% | +145.0% | -142.2% | -28.1% |
| All | +2.8% | +146.0% | -143.2% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling