+7.2%
CNC vs W
-62.9%
+70.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.7% |
| 3M | -3.2% | +40.3% | -43.6% | -3.9% |
| 6M | +47.9% | +32.2% | +15.7% | +46.9% |
| YTD | +55.7% | -0.3% | +56.0% | +55.4% |
| 1Y | +106.2% | +16.2% | +90.1% | +105.0% |
| 3Y | -2.1% | +40.7% | -42.8% | -3.7% |
| All | +7.2% | -62.9% | +70.2% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling