+110.5%
CNC vs TW
+20.8%
+89.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.0% | +11.6% | +12.5% |
| 7D | +13.4% | +6.0% | +7.4% | +12.5% |
| 30D | +18.2% | +18.6% | -0.3% | +15.3% |
| 3M | +18.6% | +26.5% | -7.9% | +14.6% |
| 6M | +41.9% | +13.1% | +28.8% | +41.6% |
| YTD | +84.7% | +18.5% | +66.2% | +87.9% |
| 1Y | +110.5% | +21.7% | +88.8% | +111.5% |
| All | +110.5% | +20.8% | +89.7% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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