+92.2%
CNC vs W
+155.6%
-63.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.3% |
| 7D | -3.9% | +0.5% | -4.3% | -3.9% |
| 30D | +0.8% | -5.6% | +6.4% | +1.1% |
| 3M | +0.1% | +41.9% | -41.8% | -2.9% |
| 6M | +79.7% | +30.2% | +49.4% | +74.6% |
| YTD | +58.9% | -2.9% | +61.9% | +57.3% |
| 1Y | +109.1% | +11.6% | +97.6% | +103.9% |
| 3Y | 0.0% | +37.0% | -37.0% | -7.5% |
| 5Y | +9.5% | -62.8% | +72.3% | +9.4% |
| All | +92.2% | +155.6% | -63.4% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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