+339.4%
CNC vs USFR
+27.6%
+311.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -1.8% | +0.3% | -2.1% | -2.0% |
| 3M | -0.7% | +1.0% | -1.7% | -1.3% |
| 6M | +47.9% | +1.9% | +46.0% | +46.2% |
| YTD | +56.9% | +2.7% | +54.3% | +54.4% |
| 1Y | +123.9% | +4.0% | +119.9% | +118.5% |
| 3Y | -1.3% | +14.0% | -15.3% | -9.5% |
| 5Y | +2.8% | +20.4% | -17.7% | -9.5% |
| 10Y | +90.9% | +28.1% | +62.8% | +60.9% |
| All | +339.4% | +27.6% | +311.8% | +253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling