+20.6%
CNC vs TW
+211.4%
-190.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.7% | -2.8% |
| 7D | -1.0% | -3.5% | +2.5% | -0.1% |
| 30D | -1.8% | +0.5% | -2.3% | -2.0% |
| 3M | -0.7% | +4.9% | -5.6% | -2.6% |
| 6M | +47.9% | -17.1% | +65.1% | +55.1% |
| YTD | +56.9% | -3.9% | +60.8% | +57.2% |
| 1Y | +123.9% | -13.3% | +137.2% | +130.8% |
| 3Y | -1.3% | +20.9% | -22.2% | -10.9% |
| 5Y | +2.8% | +20.5% | -17.8% | -9.0% |
| All | +20.6% | +211.4% | -190.9% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling