+109.1%
CNC vs W
+13.1%
+96.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.1% |
| 7D | -3.9% | +0.5% | -4.3% | -3.9% |
| 30D | +0.8% | -5.6% | +6.4% | +0.8% |
| 3M | +0.1% | +41.9% | -41.8% | +0.1% |
| 6M | +79.7% | +30.2% | +49.4% | +79.5% |
| YTD | +58.9% | -2.9% | +61.9% | +61.1% |
| 1Y | +109.1% | +11.6% | +97.6% | +109.9% |
| All | +109.1% | +13.1% | +96.1% | +109.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling