-3.6%
CNC vs W
+38.0%
-41.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.9% | +5.9% | -10.8% | -4.9% |
| 30D | -3.8% | -3.0% | -0.7% | -3.8% |
| 3M | -3.2% | +40.3% | -43.6% | -3.2% |
| 6M | +47.9% | +32.2% | +15.7% | +47.9% |
| YTD | +55.7% | -0.3% | +56.0% | +55.9% |
| 1Y | +106.2% | +16.2% | +90.1% | +106.2% |
| All | -3.6% | +38.0% | -41.6% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling