+4,872.3%
CNC vs TT
+4,477.7%
+394.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.9% | +1.9% |
| 7D | +2.2% | +4.0% | -1.8% | +0.7% |
| 30D | +1.6% | -11.3% | +12.9% | +5.5% |
| 3M | +7.9% | -12.3% | +20.2% | +12.3% |
| 6M | +21.2% | -10.8% | +32.0% | +24.6% |
| YTD | +73.2% | +8.2% | +65.0% | +64.3% |
| 1Y | +97.5% | +1.5% | +96.0% | +91.8% |
| 3Y | -1.2% | +91.5% | -92.7% | -27.3% |
| 5Y | -6.1% | +130.2% | -136.3% | -37.3% |
| 10Y | +181.3% | +727.9% | -546.7% | +11.8% |
| All | +4,872.3% | +4,477.7% | +394.7% | +804.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling