+95.2%
CNC vs USFR
+28.1%
+67.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.9% | +0.1% | -1.1% | -0.9% |
| 30D | -1.0% | +0.4% | -1.3% | -1.0% |
| 3M | +4.5% | +1.0% | +3.5% | +4.6% |
| 6M | +85.2% | +2.0% | +83.2% | +85.4% |
| YTD | +61.4% | +2.8% | +58.7% | +61.6% |
| 1Y | +94.9% | +4.1% | +90.8% | +95.1% |
| 3Y | 0.0% | +14.1% | -14.1% | -1.4% |
| 5Y | +11.2% | +20.6% | -9.4% | +7.6% |
| All | +95.2% | +28.1% | +67.1% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling