+109.1%
CNC vs Z
-64.6%
+173.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +2.3% |
| 7D | -3.9% | -11.6% | +7.7% | -2.9% |
| 30D | +0.8% | -8.5% | +9.3% | +1.5% |
| 3M | +0.1% | -7.9% | +8.0% | +0.8% |
| 6M | +79.7% | -29.1% | +108.7% | +84.1% |
| YTD | +58.9% | -54.2% | +113.1% | +72.7% |
| 1Y | +109.1% | -63.5% | +172.7% | +139.9% |
| All | +109.1% | -64.6% | +173.7% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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