+88.9%
CNC vs Z
+25.1%
+63.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | +3.5% | -3.0% | +6.5% | +3.8% |
| 30D | +0.1% | -4.2% | +4.3% | +0.4% |
| 3M | +6.9% | -3.7% | +10.6% | +7.0% |
| 6M | +49.0% | -24.5% | +73.5% | +52.5% |
| YTD | +62.9% | -49.3% | +112.2% | +73.2% |
| 1Y | +134.0% | -58.7% | +192.7% | +153.3% |
| 3Y | +9.4% | -34.1% | +43.6% | +10.4% |
| 5Y | +4.1% | -64.5% | +68.7% | +8.8% |
| 10Y | +95.4% | -0.5% | +95.9% | +52.5% |
| All | +88.9% | +25.1% | +63.8% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling