+4,577.2%
CNC vs TT
+4,805.2%
-228.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.7% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +0.1% | -7.2% | +7.2% | +2.7% |
| 3M | +6.9% | -3.0% | +9.9% | +7.6% |
| 6M | +49.0% | +1.4% | +47.7% | +46.5% |
| YTD | +62.9% | +15.9% | +47.0% | +51.9% |
| 1Y | +134.0% | +9.4% | +124.6% | +121.8% |
| 3Y | +9.4% | +124.4% | -115.0% | -24.1% |
| 5Y | +4.1% | +138.0% | -133.9% | -30.9% |
| 10Y | +95.4% | +886.4% | -791.0% | -26.9% |
| All | +4,577.2% | +4,805.2% | -228.0% | +736.4% |
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